Black screen after disconnecting TDM

I am connecting my late-2013 iMac to my new 2018 MacBook Pro, by pressing command + F2 (Target Display Mode).

Everything works fine until I am trying to stop the TDM by pressing command + F2 again.

Then, the iMac Screen goes black. Holding the power button does nothing, the only thing that returns it is to disconnect the power cord.

Someone has any idea why it happens?