Thanks for looking into it Sean. I am not sure if it is a special case scenario, but I can reproduce it by doing the steps you mentioned, however the screen of the UE4 window does not always go black.
In the several tests I just tried with the editor window not fully maximized, the majority of the window stays intact when disconnecting my second display. If I try to switch from a maximized window to a full-screened window after this, only a portion of the editor seems to be rendered correctly.
If I repeat this test, but this time with the editor full-screened and I disconnect the second display the editor starts to go into very strange rendering modes in windows (I can see parts of the window and it responds to right clicks and keyboard commands). If I hover over the editor in the windows taskbar and attempt to restore the window from here, I usually get a black screen editor or just a small rectangular black shape visible on top of my windows desktop. Again, I can still see right-click menus for the editor and use keyboard commands.