It would be nice if this feature would be implemented, for security reasons (against keyloggers - most currently available keyloggers only work on the user’s primary desktop and do not capture keypresses on the secure desktop. I know that keyloggers can be developed to also work on secure desktop, but a little more security is better that less).
For example, KeePass (v2 above) has an option to show the master key dialog on a different/secure desktop, similar to Windows’ User Account Control (UAC).