What version of MATLAB do you use? What operating system?
I tried with MATLAB R2014b on Windows 7 with two monitors and the uigetfile dialog always opens where the main MATLAB window is. I also tried with a simple GUI created with GUIDE and the file dialog opens where the GUI is.
I attached the GUI to this post (untitled.fig and untitled.m). Can you try with it and tell me whether the uigetfile dialog opens on the same screen as the GUI?