It's more an excuse than a real reason, but since SFML doesn't support multiple monitors at the moment, this use case of moving windows around isn't really covered.
However even if it was, I'm not sure we can do much about your Intel GPU not rendering the window on the second monitor. You'll probably experience the same issue with other games if you force them to run with the Intel chip.
My recommendation is to place
SFML_DEFINE_DISCRETE_GPU_PREFERENCE in the global scope of a source file that will be linked into the final executable. Typically it is best to place it where the main function is also defined.
This will tell your system to prefer the discrete GPU over the integrated chip, see also:
https://www.sfml-dev.org/documentation/2.5.1/GpuPreference_8hpp.php