iPhone XR take a second to go to sleep, instead of going out instantly

The side button won’t immediately sleep your phone if iOS is waiting for a potential second press of the button. Features which enable a second press of the side button and thus delay sleep are:

• Apple Pay, where double press of the side button opens the wallet to your cards.
• Accessibility Shortcut (Settings → Accessibility), where triple press of the side button toggles your selected shortcut or opens a menu of your selected options.

Disabling these features will ensure a single press of the side button can only mean sleeping the device, therefore iOS won’t wait for a potential second press.