Answere from DisplayLink support for all who have the same problem with Color Navigator and probably all hardware calibrated monitors at the moment of this post.
Hello,
Thank you for getting in touch with us.
There is on Mac no support yet for DDC/CI communication with DisplayLink products (which is what its being used by the MCCS commands) this is why the behaviour is different when you connect the monitor through the docking station.It is planned, but we don't have a timescale for releasing it. There is also a dependency on support in MacOS for this.
Sorry about this.
Kind Regards,
Rene