Screen timeout different when lid open or closed with a docking station

I have a problem with screen timeout settings when using a docking station. Windows power plan settings are set to 20min turn off display/ sleep when plugged in and 15 min on battery. When I work with a DELL docking station and external monitors, the settings work fine but ONLY as long as the laptop lid is closed. If the laptop lid is open when connected to the docking station, the laptop goes to sleep after 2-3 min of inactivity. I have tried changing turn off hard disk after settings as well and it didn't help. Is there any way to extend sleep time when plugged in to a docking station but with the laptop lid open?