I had this issue as well, both in public beta and now in the public release.
Fix for me was to reset NVRAM and SMC, immediately solved the problem. Am back to my normal workflow, able to leave my desk to work on the laptop then go back later. The external display shows all windows as they were before I unplugged.
NVRAM Reset: https://support.apple.com/en-us/HT204063
SMC Reset: https://support.apple.com/en-us/HT201295
Hope it helps others as well. 👍
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Confirmed Fix!
System Preferences -> Display -> Color -> Calibrate... -> Click through all the dialogs, Done!