This is a known issue and discharge is "normal" when under a continuous extreme load in Windows, but it generally has to be a pretty extreme load that pushes both the CPU and the GPU to its limit. USB-C charging limits the system to only 100 watts (96 watts for the 16-inch), but the 16-inch MacBook Pro can draw 110+ watts during peak CPU and GPU activity. In macOS, the system will throttle accordingly to stop battery depletion so these 110+ watt spikes are brief. However, such aggressive power management is not present with Windows 10 (unless you use an app to do so) and so under heavy load the battery can discharge as the system consumes more energy than USB-C charging can provide.
Many of the computers with this particular CPU (and a correspondingly powerful dedicated GPU) do have USB-C charging capability, but they also have dedicated charging ports with a power supply often closer to 130-150 watts.
As also noted, be sure you are using the OEM charger that comes with the 16-inch, as that one supplies 96 watts. The chargers that come with the 15-inch and 13-inch have a lower wattage and so the discharge process will be faster. The brick itself is labeled with the wattage (it is tiny, but it is on there.) If you are using a lower wattage charger, using the correct 96 watt charger will either reduce the severity of this issue or solve it outright.