No. We did those things in the past, and you will always find someone
complaining that it's the wrong display and it really should be on
pick-one-of-the-three-choices.
The monitor that is really the best choice is the one the user is
currently looking at. But of course that's information we don't
have.
What we agreed on as second-best choice was to show the popups on all
monitors - see the discussion in this old bug report. But that
behavior only got implemented for OSDs, not for the switchers (which
is a much more complex task given that the popups are interactive)
Displaying it on the focused monitor seems to confuse users so revert
back to using the primary monitor as per designer's request.
Best Answer
What you are seeing is the intended behavior.
The history behind this feature:
A request was done to reverse it on 2019 in Window switcher only appearing on primary display, which was refused with this message:
The only proposed solution was to use the extension Current screen only on window switcher, described as:
If this extension does not help in your work, then I'm afraid that there is no other solution.