I was curious too. I found this description on a product for sale:
"Once the Headless Ghost is attached, your operating system detects a connected display and enables the GPU. The GPU hardware is often disabled until a display is attached resulting in poor performance and a limited working resolution for remote users.With the GPU enabled, it is possible to perform for various tasks including high resolution hardware accelerated remote desktop and GPGPU operations like crypto currency mining."
So it seems like some graphics cards won't work for remote purposes unless it detects that it is attached to an actual monitor and can detect that it's high resolution. I see in the comments people use them on RasPis sometimes.
It's a legacy Windows thing, and why you've been able to buy super cheap "Headless Display" plugs for many years.
Well, if that's true maybe try one of these. I have them for another reason (and it is not connected to my Sync box). Does your start syncing on its own? https://www.amazon.com/dp/B074NNZYW4