To clarify the CPU is just the chip that crunches data. I believe you mean it's plugged into the motherboard which have a built-in lower performance graphics card and a second discrete graphics card plugged into a PCI or PCI-e expansion slot. While modern computers can run just fine with multiple graphics cards you will probably be better off running both monitors from one card. Computers should follow a port priority which isn't often documented in which they try to detect a signal.
My theory is your computer is detecting the first monitor on one GPU and stopping detection and uses that GPU.