No video signal on external displays in clamshell mode through thunderbolt dock

Hello. I would appreciate any help regarding an issue with my current setup:

Macbook Pro M1 14" (2021)

Thunderbolt docking station - Kensington SD5600T, with 90W power delivery

Two 1440p monitors, connected to docking station over DisplayPort

In normal mode, when laptop lid open - this setup works fine, i.e. the video signal is sent to external monitors, and to built-in display. Laptop is charging from the thunderbolt docking station and transmits video data over single cable.

The problem starts when I try to use laptop in a Clamshell mode. When I close the lid, while still being connected to docking station (and monitors) - the video signal gets lost and monitors turn black. The laptop doesn't fall into sleep mode though - I can hear the sound from it's speakers, and here the background programs being run. Just the external monitors turn off along with built-in display.

For comparison - I've tried the same trick (clamshell mode) with an 2019 Intel Macbook Pro 15" - and it works fine in clamshell mode, so problem is not in my monitors or docking station, but in the very M1 Macbook.

Did anyone faced with similar problem?

Thanks