Still in contact with Apple on this although their engineering team's official position is that the issue is being investigated. They are aware of this thread so please post your experiences.
FYI - I recently reproduced the issue at a local best buy with a new 2019 15" macbook pro and new C34J791. The Apple rep there said he has had this complaint several times since Catalina came out.
Glad to hear you're still in touch with apple.
My 34" Samsung worked amazing with my 2016 Touchbar 15" MBP running Sierra (though it worked fine on Mojave too) You could press the power button on the monitor and it'd turn the Mac on without needing to open the MacBook screen.
When the new 16" was announced I purchased one, the i9 with 8gb gpu, 32gb ram and 2tb storage which unfortunately runs Catalina. I can't express how unhappy I am with this OS on this laptop and it seems to be a waste of money.
I can't use the monitor to turn the laptop on, I get the flash of black screen for a few seconds when it connects or comes out of sleep.
When the Mac sleeps the monitor doesn't, it trys but then something doesn't let it and it remains on. I randomly get loud fan noises with the 16" Mac too when using he thunderbolt monitor which never happened with my older 15 touchbar.
Hope this gets sorted quickly.