That's a pity, I wonder what some programs are using as they know to limit themselves to a certain screen only (for example, Firefox windowed/full screen toggle takes it from windowed, "full screen" on current screen, whilst double clicking the bar takes it to full screen all screens). Given the existence of ultrawide monitors, the behaviour of the docked shade isn't particularly useful...
In that vein, when manually positioning and resizing it, it won't snap to a monitor border - as we've already concluded, WACUP is unaware of where the monitor border is. This is counter to how any other software behaves, even iTunes will momentarily stop when I drag it near a border. I also use a software that allows me to split the screens into several cells, but WACUP does not allow itself to be controlled by this software. This suggests to me that WACUP is unique in how it handles it window... but I suspect this is something that is very difficult to "fix".
I'll see how I go with just using it manually resize to one screen only... :O