Problem with WOL over docking hub when device is shut down from within Linux, but not from within Windows

I have a Dell laptop which is connected to a Dell WD19TB dock. It is set up to be able to dual boot into Windows 10 as well as Kubuntu 22.04 (the problem also existed with 20.04). When I turn off the laptop from within Windows, then I can send a WOL packet to the MAC address of the NIC of the dock. This does not work when I turn off the laptop from within Kubuntu. When I connect the network cable directly into the laptop instead of the dock, then I can wake up the laptop after having it shut down from within Kubuntu, when I send the WOL packet to the NIC of the laptop. What could the issue here? ethtool signals that the NIC is set up correctly, that WOL is active.

ethtool enx
Settings for enx:
	Supported ports: [ TP	 MII ]
	Supported link modes:   10baseT/Half 10baseT/Full
	                        100baseT/Half 100baseT/Full
	                        1000baseT/Half 1000baseT/Full
	Supported pause frame use: No
	Supports auto-negotiation: Yes
	Supported FEC modes: Not reported
	Advertised link modes:  10baseT/Half 10baseT/Full
	                        100baseT/Half 100baseT/Full
	                        1000baseT/Full
	Advertised pause frame use: No
	Advertised auto-negotiation: Yes
	Advertised FEC modes: Not reported
	Link partner advertised link modes:  10baseT/Half 10baseT/Full
	                                     100baseT/Half 100baseT/Full
	                                     1000baseT/Full
	Link partner advertised pause frame use: No
	Link partner advertised auto-negotiation: Yes
	Link partner advertised FEC modes: Not reported
	Speed: 1000Mb/s
	Duplex: Full
	Auto-negotiation: on
	Port: MII
	PHYAD: 32
	Transceiver: internal
	Supports Wake-on: pumbg
	Wake-on: g
        Current message level: 0x00007fff (32767)
                               drv probe link timer ifdown ifup
                               rx_err tx_err tx_queued intr
                               tx_done rx_status pktdata hw wol
	Link detected: yes

lshw -class network prints

description: Ethernet interface
physical id: 14
bus info: usb@4:2.4
logical name: enx
serial: 
size: 1Gbit/s
capacity: 1Gbit/s
capabilities: ethernet physical tp mii 10bt 10bt-fd 100bt 100bt-fd 1000bt 1000bt-fd autonegotiation
configuration: autonegotiation=on broadcast=yes driver=r8152 driverversion=v1.12.13 duplex=full firmware=rtl8153b-2 v1 10/23/19 link=yes multicast=yes port=MII speed=1Gbit/s

The dock is connected via Thunderbolt. Maybe Windows is putting the dock into some sort of standby mode while Kubuntu is powering it off? Same issue when putting the Laptop to sleep, it won't wake up with a WOL.