Why can’t Linux drive 2 monitors 2560x1440 with this Dell USB-C dock as Windows can?

So far I've been using Windows 10 Lenovo T590 with Dell USB-C docking station supporting 2 screens each of 2K resolution (2560x1440) without any issue at all. After I decided to migrate to Ubuntu Linux, Dell USB-C docking station appeared to not supporting any of these screens on Linux. Then I handled to get different docking station of the same brand that laptop is and now ONLY ONE screen could be set to it's native resolution. Second one is detected but is not able to generate any output unless, I set both monitors on lower resolution (1920x1080) then both of them are working but as you can guess, it's not the best way, seeing not sharp picture. I am wondering, assuming that Windows 10 was able to handle both of 2K screens, where is the bottleneck in my setup? The docking station, or GPU driver, or something else? Is there any way to reduce Hz frequency to get less usage of bandwidth (using xrandr tool for example) , but having these 2 screen on their native resolution? lspci reports my card as:

00:00.0 Host bridge: Intel Corporation Coffee Lake HOST and DRAM Controller (rev 0c)
00:02.0 VGA compatible controller: Intel Corporation WhiskeyLake-U GT2 [UHD Graphics 620] (rev 02)