This is only true if you have the "Displays have separate Spaces" setting enabled (Preferences -> Mission Control).
When this is enabled, a window can't span two monitors because the two monitors don't exist in the same space, your cursor can move between them but they're actually not next to each other and they can both cycle their contents independently (their own spaces).
If you disable this, your two monitors will always show a single "space" and a window will be able to span both, but if you fullscreen an app, the second monitor will go dark (because there will be nothing else except the fullscreen app in the space), and you won't be able to switch one screen to a different space without switching the other.