Multiple screens reduce to single screen on screen lock

When my diplays turn off, triggered by inactivity, my laptop locks its screen, but does not go to sleep. When I move the mouse to “wake it up”, the screens turn on, I authenticate, and I find that all the content that was on both screens has migrated to one screen, which is not what I want to happen. Is this Windows (10) behavior, or plugable behavior, or something else?

Laptop is a Lenovo X1 Carbon 5th generation, plugable USB-C dock, Windows 10