I think you intended your title to say, "Extended desktop" where each individual display is part of a larger extended desktop.
I think you intended to say you can drag a WINDOW onto some displays but not others.
Mirror display could possibly be the enemy in this case, if you have any of your three display set to mirror another display. (the setting is on a display-by-display basis).
Another possibility is that the Arrangement of the displays in space on your bench does not match the settings in display preferences.
The older control panel looked like this, and made it clear exactly where (up right left down)to expect each display:
...