This is true. I just installed Ubuntu on a shiny new (to me) Precision 5510 laptop. 4k monitor native. When I hooked it to my 27 inch, 2560x1440 monitor, the scaling became a disaster between the two screens. Setting the scale on the fly can also be a disaster. Best thing I have found is to set the res down on the higher-res monitor, and set the scaling to the same on both monitors. Or just never move things between monitors.