I have replicated this a couple of times now and have just realised what is happening.
I *freshly* rebuilt a Windows 10 machine (build 10240) - Sony Vaio Z. It has built in Intel HD3000 graphics but also has an external dock with Radeon 6650M graphics card (USB 3.0 connected).
On connecting the laptop to the dock, the AMD drivers from Windows update were installed (sorry wish I had checked the version!), the second screen attached to the AMD card appeared, *BUT* I completely lost the screen brightness controls from Windows 10. eg if I disconnected the dock (only running the laptop internal graphics), then right clicking the battery control in the system tray showed now screen brightness control. Also, the brightness sliders has disappeared from the power plan control panel.
Very hard to use the laptop when it was half-bright and dim
OK, I checked for a newer version of the driver and noted there was an official update to 15.7 of the Catalyst drivers. I applied those and it did not help - screen still dim.
I removed all AMD software including the display device drivers. Rebooted, but STILL I had the problem.
So, I installed the 15.7 Catalyst drivers this time directly while not attached to the dock. The difference here is that the older version from windows update was not initially installed before 15.7.
After installing 15.7 I rebooted, connected the dock and after a few screen flashes while the hardware was detected and drivers installed voila, I had the brightness controls back. Disconnected the dock and I still had brightness control.
So ........ I suspect that urgently the Catalyst version in windows update needs to be updated to 15.7 (at least) to stop this happening.