iMac 5k 2015 image retention after connecting second monitor

I have been using a second monitor on my iMac for quite sometime without any problem. One day, when I connected my second monitor, instead of quickly connecting as usual, my main screen (the iMac) froze for several seconds, then finally connected. Then my iMac start having image retention problem after 10-15 minutes, which is quite obvious on a dark coloured background. The problem persists even when I disconnect the second monitor.

Is there anyway to fix this? or replacing the screen is the only way?

I just find it strange that connecting a second monitor can cause this, and want to know if anyone has the same problem after connecting a second monitor.