Unattended Access to MacBook pro when lid is closed

Hi, 

This has been bit frustrating. Is it correct that you can't connect or stay connected to a Macbook Pro (high Sierra) with all power saving turned off and lid closed?

My MBP is connected to an external monitor via a dock. The lid is closed. When I turn off the monitor and try connecting to it remotely, the mbp shows offline. I set it up to remote wakeup too. When I use "Wake Up", I can connect and stay connected for ten seconds or so before going offline.
Is this how it works? If I leave the monitor on then anyone in the remote location can see what I am doing. That's a bit of a security issue.....