How could my Mac be turning the screen off when it's set to "never"?
Try this:
sudo pmset -a standby 0

I think this has been helping with my 2018 MacMini (on Catalina) display wake problems. Standby is different from sleep, and not in the Settings GUI. standby 0 will make sure your Mac never goes into hibernation. (That command must be entered in the terminal, and will ask for your password. You must be using an administrator account, or one on which sudo has been enabled.)
There are also two workarounds for this that may be helpful.

Always turn the monitor on first, before waking the Mac (touching keyboard or mouse).

If you get the black screen, try putting the Mac to sleep and waking it again in a few seconds. You can put it in sleep by moving the mouse to the “sleep” corner set up in System Preferences, or with a key combination like Cmd-Option-Eject or Cmd-Option-Power (varies with keyboard type). Then wake it up after a few seconds by moving the mouse or pressing &quot;Shift&quot;.