I have the setup mentioned in the subject. All firmware (TB, system BIOS, dock) is up to date, the problem presists with the factory default 16.04.
I have two DELL U2717D (2560x1440) connected to the dock one with HDMI one through mDP port.
If I connect my docking station the PCH temperature idles around 80 °C which makes the fans spinning with annoying noise. This renders the dock unusable for me because my colleauges cannot stand it's noise.
If I plug the same monitors and devices to the notebook directly the PCH temperature is much lower: idles around 60 °C.
The same setup remain cool with Windows 10.
I have found the following info which might be relevant: