I had a session with tech support (phone, screenshare). They had me try it in safe mode. At first, it didn't happen. Then they had me delete 3 .plist files and then it happened in safe mode, too. I didn't write down the names of the files deleted, sadly.
But, weirdly, the problem only now happens if I lock the screen, let the monitors sleep and wake them and login immediately. If I'm gone a while, the problem no longer happens.
The tech support asked for a 2nd call. I was at my phone at 2pm. Then at 2:09 I got an email they called and "missed" me. No, I don't silence unknown callers.
The other thing found on the call: I have the Preferences > Mission Control option "Displays have separate Spaces" unchecked. This means I have a menu bar on one monitor not both. When I move the menu bar to the other monitor and do the test, the windows are gather to that monitor (the one with the menu bar). That seems important.
I have a friend that has the same bug, but he has "Displays have separate Spaces" checked, so there goes that hypothesis.