In my case the temperature goes up by 20 degrees just by connecting the external monitor but it starts getting really hot after 10/15 minutes (without doing nothing, not even browsing the web) and at that point the fans will start going crazy, sometimes all the way up to 5000 RPM with 0 apps or software running and CPU and GPU usage at less than 1%.
I know exactly 18 people that got a MacBook Pro 16-inch (from my office and friends, not here on this forum) and all of them are having the same issue, some of them had their machine replaced 3 times and they are still experiencing the same issue, 2 of them gave up and finally got a full refund.
In my particular case I was able to "partially fix" the problem by changing the refresh rate to 144 Hertz, so now I can use the computer for daily tasks and the machine is always at 40/50 degrees and the fans are at 1835 (left side) and 1700 RPM (right side).
I can make a conference call with zoom and I can watch a YouTube video without any problem.
There are still some issues there but I can live with them until a fix is available (Power Nap off, kernel panics, just to name a few).
My biggest concern is that the USB-C port where I got my external monitor connected since day 1, is gone (I don't know if it's related to the high wattage issue or not), so at some point I will have to take the machine to an Apple store for repair, but unfortunately right now I'm working at one of my offices in South America and I don't want to take the machine to an authorized dealer here, I will have to wait until probably next here to take it to an Apple Store in the US.
I keep thinking that this is a software/driver issue because I have tested all previous versions of Catalina (and the future version as well) and you can see that in every update they change the wattage consumption, so far 10.15.4 is the best one when using the 144 Hertz refresh rate. The machine will only use more than 6 watts when it really needs it, for example watching a YouTube video will use 9/10 watts, in other versions is always 20 watts or more. And when using 60 Hertz refresh rate is always running at 20 watts or more, even when the machine has 0 apps or software running.