Steps to reproduce:
1. Create a new Unity project
2. In Hierarchy window select Main Camera
3. Click on "Background" for a color picker window to pop up
4. Drag the "Color" window to a secondary display
5. Close the "Color" window by pressing the red button
6. Open any application as full screen on a secondary display by pressing the green "Maximize" button
7. Click on "Background" for a color picker to pop up again

Expected result: color picker position is reset to the primary display
Actual result: color picker does not appear

Reproduced on: 5.4.5p1, 5.5.3p1, 5.6.0p1, 2017.1.0b1

Note: same issue can be reproduced with asset picker (can be reproduced on Main Camera's field "Target Texture"), but cannot be reproduced with Build settings window (its gets reset to the main display if there's a full screen app on a secondary display)