IPad screen timeout when watching Video

I’m using my iPad Pro with an external display. When watching Prime Video (on the external display), the iPad screen dims at first and then the screen locks, causing the external display to turn off. Auto-lock is set to 2 minutes but it shouldn’t lock when something is playing. Or is it locking because it’s not playing on the iPad screen? Any way to stop that from happening besides setting auto-lock to ‘never’?