Currently, I have SAP on my secondary monitor as it is doing its initial scan.
I click on the "software update" button and the popup windows appear on my primary display, lower right corner, rather than the display in use by the SAP main window.
Two issues with this:
1) It interferes with system notifications and when everybody puts their notifications in the same exact spot (lower right, primary display), then your security warning may very well get covered up by my e-mail notification. Additionally, without the ability to change the Z-order, I cannot choose which notifications I want to deal with first but I am stuck with whatever is in the front.
2) I almost missed the popup window since I wasn't looking at the primary display and it feels disjointed. Additionally, I would likely have missed this if I were running a full-screen app on my primary display (a frequent occurrence).