Secondary Window Location in a multi-screen setup

I'm using RDM on a computer with multiple monitors with extended desktop on each monitors.
I'm usually using RDM on an external monitor. When I open a secondary window (like a connection item properties or the main application settings), that secondary window always opens on my primary monitor instead of in the secondary monitor where the RDM's primary window is located.

It would be really useful to have those secondary window to open on top of RDM's primary window even if it's not located on the primary monitor.