Can't move Menu Bar to external display

I'm running Catalina OS. I have 1 external monitor and am also using the display on the Mac. When I position the Mac underneath the external display and go into System Preferences->Display->Arrangement, and I indicate that the Mac is below the external monitor, then the Menu Bar stays with the Mac display. Even though I indicate that the external display is my Primary Display.

(If in System Preferences->Display->Arrangement I position the Mac to either side or on top of the external display, and indicate that the external display is my primary then the Menu Bar is displayed on my external monitor just fine, It's just when I position the Mac display "under" the external display that the Menu Bar doesn't move to my primary, external display.

How can I move the Menu Bar to the external display in this situation?