https://discussions.apple.com/thread/6617883

Unfortunately, you won't get the option to assign an application unless you have at least 2 spaces on any particular monitor or "display." After you create an additional space as outlined in jeremy_v's post above, even if you don't use it (this is my setup), it will allow you to assign an application to a display.

Caution: be aware that the desktop numbers in Mission Control do not correspond to the display numbers in the Options menu on the Dock.