My memory is hazy on this but I did come across an explanation for this behaviour. At mismatched resolutions or fractional scaling (and mismatched resolutions are effectively fractional scaling) macOS renders the entire display to a virtual canvas first. This effectively requires the dGPU.

Your best bet is to run external displays at the MBPs resolutions and because that is not possible/ideal you are left with choices of running at 1080p/4k/5k. macOS no longer renders crisp on 1080p so 3840x2160 is the last remaining widely available and affordable choice while 5K is still very expensive.