Can’t see startup disk selection when connected to non-Apple monitor

I’m trying to resurrect an old Mac Mini (late 2012). When I connect it to my Dell monitor (U3415W) while holding down the Option key, the screen stays black. I don’t see the Apple logo and the same thing happens when I try to go in to recovery mode. Only if I let it boot all the way does the screen finally “turn on” and show something. I’ve tried connecting both HDMI and Display Port with the same results. However, if I connect it my friends old Apple Thunderbolt display, I see the Apple logo and I’m able to see the startup disk selector, recovery options, etc.

Any ideas on why this is happening? Is it the Dell monitor?