Hmm. I am telling this a lot to a lot of people, but im ussualy not helpful that much. However, this time I might be. Let me ask you a question, how many screens do you use? Beacuse, on my computer, sometimes some programs do the exact same thing, and then when I switch my TV (second screen) to AV I can see the window. Now, to my understanding, it should be impossible for ANY game to load on a different screen, except if somehow your PC decided that it just won't start the window on the main screen.
I highly doubt this is your issuse, but you can at least try to completely disconnect your other screens, it might do the trick.
If this didn't help, then, at least I tried.