Gaming will be directed to the primary monitor.
Some games will allow the secondary to display normally, but others will not.
I think it is how the game is programmed to manage graphics, and perhaps the graphics driver itself.
What to do?
If you have integrated video adapters, you could try attaching your secondary monitor to that.
Or, if not, add a second cheap video card for the second monitor.
No guarantees, but I think if you use different adapters, it will work.