1. If you are using your MacBook Pro in "lid-closed mode", so that you are using *ONLY* the external display, and...
2. You are running the external display at the same resolution as the internal display (you don't specify if you have 15" or 17"; so either 1440x900 for the 15", 1680x1050 or 1920x1200 on the 17", depending if you opted for the 'high-res' screen or not.)
If both are true, then you will get the exact same frame rate.
More likely, you are *NOT* running at the same resolution on the external that you were on the internal (i.e. you are likely running the Dell at it's native resolution of 1920x1200; and unless you had the 17" MacBook Pro, *AND* had opted for the high-res screen, you weren't running at that on the built-in screen.) If you run at a higher resolution, you will see a lower frame rate. (Except on some old games, where even the slowest part of the games will be higher frame rate than the monitor is capable of.)