This has been suggested as a bug and as a discussion before (eg here) but I would like to propose it as a feature request in the hopes someone at Adobe might actually see it or care.
Situation: I have 2 monitors on Windows 11. My primary monitor (where I want most apps to open) is a 4k BENQ. But I always run Photoshop on my 1080p Cintiq instead.
Problem: Every popup or floating menu opens on my primary monitor instead of on the Cintiq where Photoshop is running.
Suggestion: Detect where Photoshop is running and open popups on that monitor instead of the OS default.
This is especially annoying when my primary monitor is temporarily set to display a different computer. I have to swap monitor inputs just to find Photoshop's Save As menu. There is absolutely no reason that anybody would want it to work this way. I understand this is default behavior on Windows (and Mac), but other apps don't seem to have this problem. I'm pretty sure Photoshop could choose where their Save As popup appears if they tried.
Workaround: Make the Cintiq your primary monitor, or live with the constant small erosion of your sanity.