After I upgraded to the latest BIOS, the when lid is closed option disappeared on Windows 11. I can’t easily plug it into my 2 4K monitors on my KVM since it won’t support them both and the laptop at the same time. Closing the lid does, but now it goes to sleep. 
11th gen laptop.
I can hit up support but checking with everyone to see if there is something simple I’m missing.
–Al