If you monitor is hooked up via DisplayPort or HDMI then when you turn it off the computers sees it as "disconnected", as if you pulled the cord out between them.
For more info on that, check out this other SU question: Turning DisplayPort monitor off disables monitor completely
Since the display is disconnected Windows and/or your display driver will revert to it's favorite desktop resolution. Yours seems to be picking the highest non-wide/4:3 ratio it supports (UXGA).
Since VNC uses a capture of the actual desktop, it will/can only show you the resolution that the desktop is set to.
From my experience VGA and DVI connections don't register as "disconnected" when turned off, so if you monitor and video adapter have one of these alternate connection types, I'd suggest trying those to see if your chosen resolution "Sticks" when the monitor is off.