Hi, Jean!
I tried the game window on all screen, but I didn't disconnected the other two screens. Of course I can do this, but first of all, this problem came with one of the latest updates. I don't remember which one. Maybe two or three updates ago.
I have never experience this before since I started with Unity. And I also use Mac which has support for three screens, so it can't be the graphic card. It needs to be a bug in Unity. It's enough with other bugs already.
I get an error in the Unity log when I close the game window and open it again. I don't remember the error now, since I didn't get any error today yet, but I will tell you the error when I get it.