no, each gpu requests its own information from the cpu and displays what it renders. a descrete gpu is, for easy explination, a slave computer. the reason your set up works is: pcie allows use of lanes that connect to the cpu for data transfer. as long as data can reach it in a timely manor, youll get a solid picture. you could even put a pcie 16 into a x1 slot, and youll have 1 lane for data.
now, windows itself is what keeps you from doing anything on each screen simutainiously, or real time on both. windows only allows one window to be the main focus at a time, regardless of how many screens or gpus you have. however, running virtual machinices will alliviate this, with a slight performance degrade.
does this help?