It must be possible to make it reappear in the previous location if that monitor is still available, but to appear on the main display otherwise. Other apps do that -- for example, Visual Studio, SmartGit, LINQPad, to name a few that I routinely use. A few usage scenarios might clarify the behavior:
1. Close on monitor 3 (not main), relaunch... opens on 3.
2. Close on monitor 3, log out, log back in (at work still), relaunch... still opens on 3.
3a. Close on monitor 3, log out, go home, log in via remote desktop, relaunch... opens on monitor 1 (the only one at home).
3b. Close on main at home, log out, go to work, log in, relaunch... now opens on monitor 1 (not 3).
So, these apps clearly remember where they we last displayed, and open there if possible, else move to the main display (and afterward remember that as their last location). I don't have to explicitly reset anything -- except to move the apps back to whatever alternate display I prefer after having connected from home.
As I say, this is common behavior, so it can't be that hard to effect (one would hope...). All that said, some (easy-to-use) manual reset mechanism would be acceptable: I just need /some/ way to get at the client from home, if I happen to close it on an alternate display at work.