Windows 8/8.1/10 Fullscreen minimizing when clicking onto 2nd monitor

Right click the ML client
Select "Properties" on the drop down menu
Navigate to the "Compatibility" tab and select the "Change high DPI settings" button
Under "High DPI scaling override" in the new pop up window, check the box, and for the drop down menu select "System (Enhanced)"
Click OK
Run the game in windowed mode

 

It shouldn't keep happening if you're not still trying to run it in full screen mode. Assuming you're on Windows, this happens with every full screened app and isn't a ML exclusive issue. If you want it to run in full screen without it minimizing when you go to your other monitor you will need to download a third party program.

 

The program will depend on which solution route you take. I can suggest the following:
You can use the program "Actual Multiple Monitors" to ignore the deactivation of the monitors and any minimization regardless of activity, you would be able to play in full screen mode and interact with both monitors.
You can also download a program that forces the client to a borderless window and use a higher resolution to make it appear full screen when it isn't, something like "Borderless-Window-Utility" or "WinReform".