MacBook Pro moves Finder windows off external monitor when sleeping

Sometime when my MacBook Pro wakes from sleep, all of the Finder windows that I’d arranged on the external monitor have been moved to the built-in monitor. Why? (It doesn’t happen with application windows.)

This was a problem a few years ago (OS 11.6 moves windows off external monito… - Apple Community), and the only way to fix it was to turn on "Displays have separate Spaces” (which annoyingly means windows can’t span monitors). But now the problem has suddenly returned. I tried updating to 15.6, and that didn't fix it.