I think I've had the opposite experience. I use W11 for my day-job with a laptop connected to 2 monitors. It could just be the archaic painful apps that my employer uses, but it routinely moves windows to different screens if I lock the system and return a few mins later. I set the taskbar on each screen to only show the windows that are open on each screen, but often a window will be open on one screen but the taskbar icon for it is on another. To work around that I developed a routine when I return from my breaks - I move every window to a different screen, then back again, and that 'fixes' it - it feels so stupid to have to do this on an OS that's built by one of the biggest companies on earth.

I think the equivalent issue on Linux might be due to Wayland and/or the desktop environment not keeping track of window positions, and there's ample developer 'debate' about if/how that gets handled.