I could really understand that it annoys you. I tried it on my machine and the "save as" dialog box is placed correctly. I couldn't pull the box out of the monitor because the menue bar keeps me under it.
- Do you have the application frame activated? Try turning it off. "window > application frame"
- The problem might be here: The behaviors of the menu bar and dock are adjustable. Go to the system prefs and try playing around with the Mission Control settings. At work I have menu bar and dock on both monitors. At home I set the prefs so that only the main screen has menu bar and dock.
I'm just guessing. Don't beat me if this doesn't help.
This has been discussed in several threads and is a bug introduced by Apple's 10.10.2 update. Look around and you'll find a few workarounds.
Can you point me in the right direction please.