XPS 9570 fans extremely loud when connected to WD19TB dock

Recently i bought a DELL WD19TB (130W) dock, to use together with my XPS9570 laptop and U2520D monitor.

All working together nicely, but for one annoying issue, when connected to the dock the laptop fans become extremely loud! Is there a solution for this?

I never have this fan issue when the dock is not connected. Does the TB connection use that much power that is requires more cooling?