You're not typically cloning your main screen but rather outputting to a second display (that doesn't have the focus). It would be very weird indeed for a notification to wind up on that display.
Weird but not impossible. The whole point here is that professionals who can't take that chance have always had to use a hardware I/O device because there is no other option.
Perhaps professionals with a lot of money riding on it, sure. But for prosumers, the status quo was good enough that breaking it cannot be justified by "oh it wasn't perfect so who cares?"