Split Screen with certain applications: Does it only work on the primary display? I'm running El Capitan with two displays. 

I am trying split screen and it works fine for all applications on the primary screen (when enabling that each screen has their own spaces), but for some applications it doesn't work on my secondary display.

For instance, when trying to add iTunes and Mail to the same split screen, the cursor turns into a white circle with an 'X' in the middle, and they won't join up in the same screen.

Is this expected behaviour?

Primary screen: External 27'' HP display.
Secondary screen: 15'' internal retina display.
It works fine in both my displays.
What happens if you try to move a split screen from your primary display to your secondary display?