Steps to reproduce:
1. Prepare a two monitor setup each with different DPI
2. Open attached project "870209.zip"
3. Build standalone
4. Launch standalone in windowed mode on your Primary display and observe screen dpi
5. Move application to secondary display and observe screen dpi
Result: screen dpi didn't change
6. Close application
7. Launch standalone in windowed mode on your Secondary display and observe screen dpi
Result: Screen.dpi returns Primary screen dpi

Expected result: Screen.dpi returns current displays dpi

Tested on Windows machine (primary screen full HD, secondary - 4k)

Reproducible with: 5.3.6f1, 5.4.4p1, 5.5.0p4, 5.6.0b4

Also reproducible in Editor, Windows standalone, WSA