How are you moving windows between monitors and are these normal or maximized windows?
Sorry for the delay.
There seem to be some applications that create this problem.
If I have WinSCP as one of the grouped applications and WinSCP has focus within the group, the other applications within the group do not move with the group when moving the group to a different monitor.
Same set of applications grouped, but a different application with focus within the group...no problem.