I've discovered this is affecting all games, it isn't specific to He Who Watches. Why this started happening, I have no clue, but the most robust solution is WIN+P and selecting "PC screen only" before play. If I plan to stream again, I need to fix it because streaming with two monitors is heaven.
A new problem I'm having with He Who Watches is that in the last week, the mouse keeps moving out of the game onto the other monitor. This wasn't a problem initially and the only solution I've found right now is rearrange my displays so mouse escape is unlikely.