I could just be completely misunderstanding you so I apologize if that is the case. Maybe you could specifically site an example of what you are doing and how the screen/apps are responding?
I ask because monitors are always active, its just another Space like you can open in Mission Control.
An external can be filled with applications that aren't your foreground app though which is easy to notice since its right in front of your face.
For example I'm typing in Safari, its my foreground app. Messages is on my external monitor, its my background app (along with a few others). An app with a fully color border and menu bar is in the foreground, apps with grayed out borders and menus are in the background.
For the most part I can interact with background apps (even on externals) with the first click, such as click on a different message thread that isn't currently highlighted. That one click will show the thread and move Messages to the foreground. Using a Command+Click you can interact with background apps without bringing it to the foreground too (this is good for copying links into notepad or something you want to stay ontop of another app) but you can also move them behind foreground apps that way. Continuing on, some of my interactions with Messages can require a double click though. For example if I want to type a message but move my cursor first, first click will put app in the foreground and put the cursor back where it was left, second click would be to move the cursor. All that probably doesn't make any sense.
The reason the app under the cursor doesn't move to the foreground is because it would be difficult to manage and background apps you don't want to use will wake back up from idle or their nap using resources and battery. Most background apps if they are completely hidden behind another app will be put into "App Nap" by macOS further reducing its resource footprint.
Point of this is a function of the foreground and background app layers. The apps behavior would be the same even if they were in the same Space next to each other (Windowed).
Hopefully I'm talking about the same thing you are. Even if I am there still could be a solution for your particular irritation.