On my machine the window does open centered on the screen the mouse cursor is on
You can move the window explicitly, using the "Perform a Window Function" action, however as the "Get User Input - Choice" action is synchronous (I.E. the command waits for the window to be closed before further actions are executed), you'll need to do that in another command.
E.G.
Execute command, 'Move choice window'
Get Choice Input [~]
Move choice window
Move window 'My Choice Window' to (0,0) (pause up to 2 Seconds for availability)
Obviously you'd want to set the "Window Title" option for the "Perform a Window Function" action to the actual title you entered into the corresponding field of the "Get User Input - Choice" action.