Am I wrong thinking that connecting via this dock you can choose which video card to use as to connecting directly only uses the dedicated?
By default your MacBook Pro will automatically switch between the two graphics processors depending on how you're using your computer at the time.
By way of example, your MacBook Pro uses the integrated Intel Iris Pro GPU if you're typing a document or browsing the web, but will switch to the dedicated NVIDIA GeForce GPU when you connect an external display or play a graphics-intensive game - basically whenever the extra graphics performance is needed.
While this default behaviour is convenient and the best option for most users most of the time, as you have discovered there are times when it'd be better to bypass this.
You have three options that give you some manual control over how the two graphics processors work:
1. You can deselect
Automatic Graphics Switching in System Preferences > Energy Saver. However, this actually enables the dedicated NVIDIA GeForce GPU by disabling the auto switching and does the exact opposite of what you want.
2. Use the
gfxCardStatus menu bar application to switch between your two graphics cards manually. This also lists which applications use the dedicated graphics so you have more control.
Please note that while the gfxCardStatus application has been a saviour for many countless users over the years, that for some models the latest version is not actually the best one to use. I would install the latest version first (v2.3), but if you run into problems then try
version 1.8.1 followed by
version 2.1.
3. Use
gpu-switch to effectively do the same thing as the gfxCardStatus application, but switch between the integrated and dedicated GPU for the next reboot without the need of booting into macOS and running gfxCardStatus. However, setting this up is more for advanced users.
The best way for you to find out if the integrated Intel Iris Pro GPU is capable of supporting your particular monitor is to try Option 2 above (i.e. use gfxCardStatus) to manually select it and see how you go.