This is normal behavior with dynamic backlighting.
For PD2506Q:
You can go to OSD Menu > System > Advanced > Backlight Control and turn off this function as desired.
For PD3420Q, PD2725U:
You can go to OSD Menu > Picture > Advanced > Dynamic Contrast and turn off this function as desired.
Note: this function is only available when the monitor is connected to a source that has HDR enabled.