Utilize dedicated XPS 15 GPU when using docking station

The WD15 and the TB16 would allow you to use the dGPU since both tap into the GPU outputs actually wired to the USB-C/Thunderbolt port on your system rather than using DisplayLink compression/decompression.  The WD15 uses USB-C whereas the TB16 uses Thunderbolt 3, but the XPS 15 9560 supports both, so the main functional difference between the docks is the display configurations they support.  The TB16's use of Thunderbolt means it gets quadruple the display bandwidth out of the host system compared to the WD15, which is why the TB16 can handle up to dual 4K displays and even some triple-display configurations, whereas the WD15 can only handle dual 1080p or a single 1600p display (or 4K but only at 30 Hz).  The TB16 also has an extra DisplayPort output for convenience.

The inability of the dGPU in systems like the XPS 15 (and the overwhelming majority of modern laptops) to accelerate DisplayLink-attached displays is actually a Windows limitation.  There are discussions about this over on the DisplayLink forums.  Basically, in almost all modern laptops, the dGPU is not physically wired to any display outputs; instead, it acts as a render-only device that passes completed frames to the Intel GPU, which IS wired to the display outputs.  The Precision 7000 Series models have BIOS options that allow the dGPU to take direct control of the display outputs, which is necessary for certain functionality that Intel GPUs don't support (5K displays, VR, G-Sync, etc.), but that capability is achieved with a more complex and expensive motherboard design, so it's not commonly found elsewhere.

Also note that if you're using an XPS 15 9560 and get either of the above docks, you'll need to get the version that comes with the higher-wattage power option.  On the WD15, that means the 180W adapter, and on the TB16 that means the 240W adapter.