Well, I think I found out what was happening.
In gnome-tweaks I had somehow gotten 'Workspaces' -> 'Display Handling'
set to 'Workspaces on primary display only'.
So what happened was that there was only a single workspace on the
"second" head and thus no need for "always on visible workspace".
I just now realized that this issue only occurs when the window is on my
"second" monitor.
If move the window to the primary display then the window menu has
Minimize, Maximize, Move, Resize, Always on Top, Always on Visible
Workspace, Move Workspace Down, Move to Monitor Right, Close
But on
