I’m seeing this now in Wavelab 10 with Waves plugins on MacOS (Big Sur 11.2.3 and possibly Catalina):
When running Wavelab 10 Pro in Full-screen, then opening a Waves v12 (v11 exhibited this as well) plugin, the plugin appears on a separate “Desktop”. When I switch back to the desktop where Wavelab runs in Full-Screen mode, the plugin is there. It’s not unbearable, but every time I open a Waves plugin, I always have to switch back to the Wavelab Desktop.
I’ve only seen Waves plugins do this, but only in Wavelab.