For those with docking stations and don't want to stop using their docking stations you can turn back on your laptop monitor / open the lid, set it as main display, and then be able to start up Cura. Once Cura is started you can close/disable your laptop monitor lid again.
In summary, Cura is just being difficult. There is nothing stopping it from running on monitors attached to a docking station other than a misplaced failure message.