If the machine has no monitor attached at all before boot, KMS couldn't probe the monitor and make it goes into native resolution afterwards. This issue is not very obvious when DVI/VGA are the only connectors available because of their mechanism.
When it comes to HDMI/DP, the monitor is considered disconnected when it's powered off. Then the issue become annoying, while we have to make sure that one monitor is connected and switched on before boot.
Moreover, display managers have to be started manually under such situation after you turn on your monitor. Not even all DM can start X in optimal resolution without some "xrandr hack"
By the way, it's funny that if you got one attached, you can power on others later without getting into the problem. Just that I am not sure if it's because all my monitors have the same optimal resolution.