True, but that is dumb design imo, they should launch in the screen you run them, as an option at least.
It would be incredibly annoying if I launch an application every single time I boot my PC, and it doesn't open where I want it to open.
Applications have no knowledge of how they're opened. Whether from the start screen, taskbar, Explorer, command prompt, or otherwise it's the exact same code running in the exact same way. Why should it be special-cased and open in a special way in just one of many possibly instances of opening an application? That would be incredibly confusing.
Not to mention the fact that even the Taskbar has multiple configuration options. One shows icons on all monitors. One shows icons on just the app's active monitor. One shows icons on the primary monitor + the monitor it's running on. That muddles things even further when you try to say "app should launch on monitor I clicked the button on.
Some applications even override the system default and deliberately choose to launch themselves in one specific place, for some reason. What do you do for those?
It's not stupid design, you're just not thinking things through.