So I was getting frustrated with my command+tab never consistently being on the same screen.

I Ducked around a bit and didn’t find anything useful. Currently I’m experimenting with how I arrange my monitors in an effort to improve ergonomics. I have a laptop stand on the way, but currently my laptop is just sitting on the desk next to my monitor. When I tried to mouse to my laptop from my monitor, I went “down” because the laptop is lower than my monitor, and triggered my dock to pop up. Command tab then moved to my main monitor! So I thought, “is that what’s going on here?”

I triggered my dock on the laptop screen, and command tab moved back to the smaller monitor! So that’s what’s going on. Whatever monitor you last interacted with the dock is the monitor that’s going to display the command tab menu.