I am using an LCD with my laptop. When the LCD gets off, all windows on the LCD are shifted to the laptop screen automatically. So I have to rearrange them myself.
By using the VGA cable I'm not facing this issue. But must I use an HDMI cable, as I don't have VGA port in my machine.
It's simply because Windows sees that the monitor has now been disconnected and you have one less monitor available. Therefore it'll try to move windows on that screen to the visible ones
It's not related to the connection type but whether the monitor chooses to leave the connection active while it was being turned off or not. I've seen the behavior on both display port and HDMI.
For example many TVs leave their HDMI ports on while they're in standby mode or showing another source, therefore the OS thinks that the monitor is still on even though the screen is invisible. As a result it leaves the multi-monitor configuration as-is. The same thing happened with some of my display port monitors. But some others turn the signal off right after I press the power button, which results in what you observe
That phenomenon applies to even VGA cables. You may see that in your case but that doesn't mean it always works like that. The VGA port doesn't maintain an active connection without DDC, so the PC can't reliably detect whether a monitor was attached or not. That's the reason why sometimes the proper resolution can't be obtained due to a bad cable or an ancient monitor and the output will be distorted/squeezed/whatever
