Apps move to External Display on wake from Sleep

I am not familiar with that monitor so am sort of guessing but trying to do it logically. If, hypothetically, the monitor never actually goes to sleep (even if its screen goes dark), when the laptop screen does sleep the windows might move to the only screen that is still "live" e.g. the external monitor. Then that is what is remembered when the entire system wakes up later.

There might be two ways this can happen. The first is that the external monitor never actually sleeps, just goes blank, or maybe very dim. Perhaps you can look for this somewhere in the settings or preferences for the monitor. The second is that both the monitor and the laptop display do in fact go completely asleep but the external monitor sleep is timed to happen AFTER the laptop is sleeping. Then, for the time that the laptop screen is asleep but the external monitor is not, the windows shift the the only live screen.

You can see how there are different combinations possible as the laptop has a timer (a) for screen sleep and (b) for computer sleep, and (a) and (b) can be different. Then there is (c) which is the timer for sleeping the monitor, probably can be set in multiple ways (e.g. from the laptop or from a monitor separate setting). These are all items you could explore further to learn more and possibly fix the behaviors you do not want.

I was trying to convey another possibility.

Laptop display sleep and laptop computer sleep are separately set, and external monitor sleep MIGHT be separately set (I'm not there to check this). If the laptop display sleeps first (I can't tell because I don't have access to your Mac to see how you have configured it), and if the external monitor is configured to sleep later, then during that time, if the computer is still awake, the laptop internal display is off, so all windows will be moved to the external display (if it is still on -- again I can't tell, I am just providing a scenario that could result in what you see) before the computer itself sleeps. Then when it wakes up it will look to restore everything to the external display.

You could check how all three (laptop computer, laptop display, external display) are configured for sleep to see if this scenario might be possible.

On my MacBook Pro, there is another box "Prevent your Mac from automatically sleeping when the display is off" for that option.

The external monitors I use have some buttons on the side or underside of the monitor to change the timing of all these things.

I am almost certain that tis is related to your specific model/make of external monitor because I am using different external monitors in two offices with my MacBook Pro and neither has the undesirable behavior you are seeing.