Latest AMD video cards have independent audio device for every connected via DisplayPort display (up to 6) and support switching sound output between them depending on positions of windows in Windows drivers. So if sound comes from application with window on the right monitor it would be played in speakers connected to the right monitor.
Interestingly enough, the Rollercoaster Tycoon games (1 and 2 at least) did this for UI sounds. (I also recall reading this had been a feature of some OS of yonder.)
For instance, if it's on the extreme side of the right monitor, play a sound in the right speaker.