Yes this is annoying. I like to play games docked, and in order to get them working correctly I have to manually tell Steam to use 1080p resolution for every game. This then gives you more options within the game settings (rather than maxing out at 1200x800) whilst docked. But in most cases I have to then change the in-game setting each time I go from docked to portable.
It does feel like docking is an afterthought with the Steam Deck. I was expecting something more akin to the Switch which has a flawless docking experience. I hope SteamOS improves on this in future.