I suspect what is really happening is that the VWM changes when you give focus to an application on the second monitor causing the previous application to disappear (as though it has been minimized). This is because many VMW's treat the second monitor as another VWM workspace as opposed to the same workspace that appears on the primary monitor.

Check that your theme uses RabidVWM. This is the only VWM that I know of that support multi-monitor PC's.