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This is a trend that's observed in most materials that I've observed. When you go from bulk to monolayer, the bandgap of the material increases: this is true for commonly studied materials like transition metal-dichalcogenides (MoS2, WSe2,MoSe2,WS2), as can be seen in this paper.
What is the physical origin behind this?
Quantum confinement can occur when the exciton (electron-hole quasiparticle) radius is larger than the size of the semiconductor. Due to this confinement, the energy levels which can be occupied by the exciton are quantized into discrete energy levels. This will spread the band gap due to missing states that would exist in the bulk material.
This confinement can also only occur in a single direction. In these materials, the perpendicular direction to the plane is shorter than what is typical of the limit of confinement. In general, you can start to suspect confinement will play a role if any direction in your semiconductor is less than 5-10 nm.
Here is a source for additional reading.
