I don't know of any new monitor that has physical dials, most of them are going towards less mechanical buttons and more touch controls or a single joystick.

If you're using a Mac, Lunar (https://lunar.fyi) can adapt the brightness of your monitor automatically so you don't even have to worry about this anymore.

There's also the possibility of using an USB knob like this one (https://www.amazon.com/DROK-Lossless-Computer-Controller-Adj...) which can be configured to send any key event, and then map those keys to _Brightness Up/Down_ through something like Lunar (on Mac) or TwinkleTray (on Windows) or ddcctl (on Linux).