Peter bought a new iMac, but when it goes to sleep, it can't wake up his two other 5K displays. Leo says he has the same problem. Sometimes he logs out and logs back in and that works, other times he unplugs it and plugs it back in. What's happening is that the monitor isn't sensing the signal and it won't wake up without it.
The chatroom says that there's a discussion about it here at discussions.apple.com. That may be one to keep an eye on for a fix. The main culprit may be HDMI, as it's famous for that problem. Peter uses Thunderbolt, though.