New windows are always opened on first monitor

[ECon65]

Maybe there exists already such option but I was not able to find it.

Can you please advise me how can I change the behavior so that new windows are opened on the monitor which is in focus?

Example of a workflow:
I have a monitor 0 in focus with workspace that contains already several windows.
I will use cycle-monitor command to switch to another monitor 1 and afterwards I will switch to an empty workspace on this monitor.
I would like to open new window on this empty workspace on monitor 1 but it gets opened on monitor 0 instead and makes the workspace a lot busier than it was already. Surely new window becomes focused so I can easily switch it to another monitor using something like cycle-send-to-monitor but such step is ineffective and works against natural eye focus (movement).