@Ranaida Personally, I think the behaviour is expected, an as it should be, but here you can ask for whatever you want.
I use a 1200x1600 portrait monitor for browsing forums, and for my work.
I use a 1920x1080 landscape monitor for watching video, news, etc.
If I was watching a long documentary at the end of the day, and wanted to continue watching it, I would not want it to open on my primary portrait monitor if I closed the landscape window last.