Why do my widgets move when disconnecting external display from my MacBook Air?

It used to be that when I connected an external display I could have certain widgets and files on the external display that wouldn't disappear when disconnecting and reconnecting it, now when I disconnect the external display the files and widgets on the external display get transfered to my main display, how can i disable this?

As crazy as it sounds it was working a few hours ago and stopped working after I updated my IPhone to 18.5, updating my macbook to 15.5 didn't help either.

[Re-Titled by Moderator]