Fan Runs at High Speed when External Monitor is Connected

Hello,

I have DELL Latitude E6420

When I connect external monitor either through VGA or HDMI port, the fan starts running at high speed, below 4K to maintain rising temperatures. See screenshot below;

I tried changing desktop background, thinking it has to do with photo resolution but that didn't do anything.

What causes this exactly? As soon as I connect to VGA/HDMI, fan starts running at high speed.