I don’t get it either. Sometimes the “keep default settings” dialog pops up right away, sometimes the game freezes for nearly a minute and then it pops up. And sometimes it freezes and crashes to desktop.
Maybe the variable is having little navmap running or not. This time I had that already started before plugging my flight stick in. I’m not using any mods and no other external programs. Just Firefox running.
If MS would fix the screen not turning off with controller plugged in I could just leave it plugged in all the time and avoid this problem. I guess a sticky note on my screen “Plug in controller before launching FS2020” will save future troubles 