SUMMARY
With multiple screens, Plasma seems to track which desktop containment is active, and when right clicking on a desktop containment on another screen - the first click makes the new desktop containment active but is otherwise ignored (i.e. when using RMB, the desktop menu is *not* opened).

This reproduction is on Wayland - I'm not sure if this is an issue with X11 as well.

STEPS TO REPRODUCE
1. Have two screens, where in both the desktop is visible.
2. Click the desktop on one screen (doesn't matter which mouse button). 
3. Right click the desktop on the other screen.

OBSERVED RESULT
Nothing happens (if it is possible to observe whether the first desktop is "active", we can see it becomes inactive - see below for more details).

EXPECTED RESULT
The desktop context menu should be opened.

SOFTWARE/OS VERSIONS
Linux/KDE Plasma: 
KDE Plasma Version: 5.23.80
KDE Frameworks Version: 5.86.0
Qt Version: 5.15.3

ADDITIONAL INFORMATION

It is sometimes possible to observe whether a desktop containment is "active" - when using the "Folder View" layout, we can select one of the file icons on the desktop and see whether it is active or not - i.e. when "activating" the other desktop containment, the icon selection box changes to "non focused selection" rendering (similar to how it looks when selecting a desktop file icon and then selecting a window).

The problem goes away if you either purposefully activate the other desktop containment (e.g. by clicking it) before using RMB, or if you activate a window before using RMB on the other desktop.

Interacting with panels on the other screen does not appear to "activate" the desktop in this regard (i.e. after interacting with a panel RMB cannot open the desktop context menu), while interacting with widgets on the other screen does work to "activate" the desktop.