Why is Windows Shift Left Right Arrow not working on VSTs?

I’m fond of keyboard shortcuts, and especially Windows + Shift + Left Right Arrow, to move a window from one screen to another.
But, what a pity, they don’t work on VSTs.
Why ?

No, that is certainly not the case.

Always-on-Top windows aren’t included in the Windows window snapping commands. Turn off always-on-top and it will work.