The RX 5500 XT and RX 5700 require Windows 10 20H2+ or Windows 11. All versions of Thunderbolt 3 or 4 computers with Windows 10 or 11 fully support connecting displays to the HDMI and DisplayPort ports.
Windows 10 does not support a Thunderbolt or USB-C display connected to the Thunderbolt port. You may use this port as a 10Gbps USB-C port to connect a USB-C device.
Windows 11 does support Thunderbolt or USB-C displays, however, you must use a USB-C to USB-C video cable (Thunderbolt cables will not work). Connected in this way, the USB ports in a Thunderbolt monitor will not enumerate.