AFAIK, you cant. And thats a hardware restriction, not Ubuntu's.
It has to do with the way videocards (onboard or not) deal with its connectors: when they are unpplugged, the card "shuts down" the connector.
When you open Monitors, it "scans" the card(s) for the plugged monitors, thus "awakening" the connectors.
VGA (or DVI) ports are not like USB... theres no "pooling" to check for newly plugged devices, and theres no "IRQ" for the monitors to signal themselves. Its not plug-and-play. Its all up to the video card itself. And they usually dont do pooling.
A few years back it was even worse: many cards required the monitors to be plugged in on power up. So I had to reboot my PC for it to "find" the plugged monitor.
A wild shot here: have you tried HDMI connector? Since it carries sound, theres a chance your video card handles it in a more "flexible" way, giving the OS more control over plugged monitors.
If you want more detailed tech info, give me your card and motherboard model, monitors used, and, more important, conectors you're using for each.