Why the HDMI Port connects directly to the AMD integrated Graphics?

Your laptop takes advantage of NVIDIA Optimus technology, basically the system automatically switches the graphics processing to the integrated AMD GPU under light workload conditions in order to reduce power consumption, thus extending battery life. The downside is that the discrete GPU will not directly communicate with the display, all processed information will instead pass through the iGPU, clearly this negatively affects the laptop's graphic performance.

In some cases you might have luck disabling this feature via Lenovo Vantage app, check if “Hybrid Mode” is listed there, otherwise unfortunately your system does not support switching it off.

Update (11.22.2022)

It's true that connecting an external display should allow you to bypass optimus, though this applies only if it connects directly to the dgpu, you'd have to rely on the aforementioned MUX switch (Hybrid off) or on the "advanced optimus" feature, as explained in detail in this video. There's no reference to it on the product spec reference on Lenovo website, and I couldn't find a comprehensive list of supported laptops other than this one and one covering Razer products. To confirm which GPU you're currently using when hooking up an external monitor, simply open performance tab in task manager on Windows as suggested in the video and see where the load goes up most when running GPU-intensive programs (during this test your laptop’s screen must be disabled).