When a dialog is shown with no parent then it ends up on the primary monitor regardless of where the cursor is. In the example attached, move the first window to the secondary monitor, click on it then the first dialog shows fine (which is parented to the mainwindow), click on OK and the next dialog will end up on the primary monitor.

In another example, if you show a QMessageBox which has a parent then it will end up appearing at a different place each time instead of where it is expected to be.