The proximity sensor is either defective or obstructed somehow, make sure the face of the device (esp the top part around the earpiece and Nokia logo) is clean and without a screen protector.
The proximity sensor turns off the display during a call when close to something, like when its up against your head in order to prevent ear-dialing.
My 920 had that problem fixed it by cleaning out the top speaker that you put next to your ear, it had dirt or lint in it from being in my pocket I blew out what I could but used a paper clip and got some pieces of lint out.