Prevent windows from returning to main screen when locked

Question

I have two monitors and I was wondering what is the trick to prevent windows from returning to the main screen when I lock my computer?

I know there must be some because most of the time windows remain on the secondary screen when I lock my PC. Sometimes for many days but other times if I only lock it for a few minutes and return, all windows are back on the main screen and I cannot figure out what I am doing differently when windows don't return.

There are many tricks I tried: leave the mouse on either screen, leave windows as I used them, minimze all windows. Leave only certain windows maximized.

None of them seems to work. It's like it was completely random.

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Do you know what exacly causes windows to return to the main screen or the other way around, what prevents them from doing this?

Answer 1

Seems we all missed an important option:

Please click "Settings" in the right charm bar, then "Change PC Settings"\"PC and device"\"Lock Screen",

Turn off "When my PC is inactive, show the lock screen instead of turning off the screen"

You can change the inactive time with security policy:

Click Control Panel> Administrative Tools> Local Security Policy> Local Policies> Security Options> Interactive Logon: Machine Inactivity Limit>set the time you want.

After you change the policy setting, run gpupdate /force