If the GPU is not sending a signal then yes it will go off. Other reasons can include disabling or not using the correct PCIe initialization in the BIOS. Typically, using a discrete GPU it's best to choose 'PEG' device as the default PCIe initialization and the monitor needs to be connected to the GPU, not the onboard VGA/DVI port, and if the GPU uses auxiliary power then the PSU must supply adequate power (PCIe power).