Fullscreen on Windows 7 always goes to primary monitor

Full screen support only works for the primary monitor in a multi-display setup on Windows 7 (and probably other versions of Windows). I've tried everything I could think of to get it to enter full screen on non-primary monitors: maximizing on the chosen monitor before hitting F11, moving the launcher to the desired monitor before launching the game, moving the window to the desired monitor before hitting F11, and probably a few other unfruitful efforts.

Intuitively the fullscreen toggle should toggle the game into full screen on the display that the window is currently on instead of always using the primary monitor.