Trouble: select internal audio output with external monitor (ipad pro 2020)

I'm using my iPad 12,9 Pro 2020 with an HP Z27n G2 external monitor. The monitor is connected to the thubderbolt 3 port (over type-c). In this mode, the image from the screen is mirrored. This is normal. But also sound is sent to this monitor (speakers are not connected to the monitor). I can't seem to find an option to switch audio to the built-in IPAD speakers, only to Airplay devices. Thank you. I cannot uncheck the dock (screenshot). Can someone help me? Apple support recommended leaving feedback. I connect the same monitor to my MacBook and I can easily choose a internal sound output device. Any ideas?
Thank you.