That is because of the stupid monitor design. I've seen that on one Dell monitor. There is power going from the computer to EDID eeprom (dual powered), there usually are 2 diodes in the monitor so the IC is powered from both sources. The thing is, monitor must not power a graphics card.
There is also another case with out of spec Displayport cables. There is one 5V wire that must not be connected according to spec. There is 5V pin on both ends intended to power active adapters and similar stuff. But they are not allowed to be connected together in the cable (tell that Chinese jerks). I've seen that myself with ebay Displayport cable which make computer unable to boot, also a spinning GPU fan if connecting a second monitor with the same cable. So I opened the connector and cut that nasty wire. There are actually a shitload of complains on forums about bad monitors which make computer unable to boot when connected with displayport. But they don't know that it is all about crappy cables.