Are you having a multi monitor setup? I am having 2 physical and 1 virtual monitors (
like this) and whenever I open SA, it asks me which GPU & monitor I wanna use. Other games, such as BF4 for example, simply start on monitor #1 and set monitor #2 & #3 to inactive (they don't shut down in my case).
Probably there's a sneaky virtual monitor somewhere within your setup, on which SA starts (?). Also make sure to restore the default settings of your GPU driver and maybe check if there's a newer version. If this is occuring only since a few days, maybe make some backups and run a system restore.