This is because the code for the program is saying "display errorwindow A at position x,y (center of screen)"
Technically, actual code whould look something like this:
display errorwindow A at position x,y where x= 1/2(screen_width) - 1/2 (errorwindow_width) and y= 1/2(screen_height) - 1/2 (errorwindow_height)
or something like that.
I dont think, if you move it, it is going to remember the screenposition as its screenposition is always calculated as find-center-of-screen.
If you run it on a one-monitor workstation you wont see this. Are you seeing the issue if you run it as full-screen?