unplug externally plugged HDMI display from MacBook Pro
This shouldn't result in a problem (and well-written apps will go back to their original monitor when it is plugged back in). System Preferences has no utility to disconnect monitors that are still physically connected. 

One alternative may be to turn the monitor off: many monitors stop identifying themselves when they're off, so your Mac will think it's been unplugged without it physically being unplugged.