I have a CalDigit "USB-C Pro Dock" dock which connects via a single USB-C cable and has 2 HDMI ports. I've connected 2 2560x1440 screens and they work perfectly along with the inbuilt Retina display. The trick is that dock doesn't use display port MST - it makes the 2 screens appear as 2 separate "Thunderbolt/Displayport" connections.
Same amount of data over the same cable but in a way that macOS supports.
The dock built into one of the screens should do the same job but because it uses DP MST it's useless. Hence the need for an extra box and extra power supply on my desk.
It's not the most serious thing in the world but it does just seem stupid.
Like the option to airplay from my mbp to my tv that seems to have disappeared in one of the recent upgrades (yes I've checked the display settings - there's no airplay option there). I had to get a really long HDMI cable to watch anything that's only aired on paramount (and therefore not in the UK). Surely airplay is a software only feature - isn't it?