Same issue recently unfortunately on brand new MacBook Pro 16 inch connected to LG super fine 5K monitor (this is a new machine swapped out to replace previous one bought a month ago because the ambient light sensor wasn't working, I discovered!).
With the "Automatically adjust brightness" and "true tone" boxes unchecked, on power up either screen may come up at full brightness or a random setting. I've done all the things Apple support suggested i.e. resetting SMC, PRAM, booting up in safe mode etc...all to no avail. They have now booked the system into an Apple service centre to test it with other external monitors to see if the same issue occurs - I think I know what the answer might be having just discovered this discussion group this evening.
Like one of the other members on here, since buying the computer I have been spending more time and effort beta testing Apple's products, not using them as I should be - I discovered other issues with this Apple model as well that Apple engineers are now 'looking into' apparently.
Whilst you might expect some bugs and software issues with new systems, there appears to be a distinct lack of testing or quality control in some areas - having used Apple computers for nearly 40 years now, I can honestly say that this new machine has caused me more trouble and wasted a significant amount of my time on calls to Apple support than any of the previous systems I've owned combined.
I hope these issues can be resolved quickly...