I have this issue too, on Windows 10 1809, and VMware Workstation 12 Pro 12.5.9 build-7535481
I'm also using a nVidia GeForce GTX 980 and version 411.70 of their drivers, which I also updated at the time of the 1809 update, so it's also suspect.
If the VMware window is maximized on one screen, the dialog box spans all 3 of my monitors. If the window is not maximized, the dialog box appears correctly.
I have the same issue as well on Windows 10. I have an nVIDIA P1000 with the newest drivers.
I had this from the beginning on my Lenovo P330 workstation.
If I don't maximize the window for VMware Workstation but make it fill most of my screen, it doesn't happen.