Probably opening off screen.
Activate it then hit Alt and Space together followed by m then tap any arrow key and without clicking move the mouse around until the dialog appears.
Have you previously attached two monitors but now detached one of them? Seems less likely on a new computer, but that is a common cause of windows opening off screen.
I once tried to talk someone through that on a screen share. She was in a secure environment, and so I couldn’t just do the driving. No matter how I worded it she couldn’t do it. Not even when trying with File Explorer. I think that it’s impossible to fail, unless the keys weren’t pressed in the correct way. When I describe it these days I say hold Alt, tap the spacebar, release both keys. Now tap M, and then any arrow key. Move your mouse and the window will be attached. Left click when you want to drop the window in that location. I don’t know how it could fail.
Interesting idea. When you go to the icon in the upper left of any Windows window, and there is a Move option, what is the shortcut key? In other language systems I mean.
Good call then, though in my screen share case it was someone in New York. But, Asian, and possibly using a non-English system.
@justinp01 you have already solved your problem, but can you confirm what language your Windows is set to, and what is the shortcut key for the Move option in the upper left window menu?