Issue with clicking external links and opening in the same window across multiple desktops

I'm a user of multiple Windows 10 desktops that I use on one PC, one monitor. There is an issue with the latest build(s) of Edge Insider where if I have Edge open on desktop 1, and I click a link from desktop 5, the link will open in a new Edge window instead of going back to desktop 1 and opening a new tab there. This is not the default behavior of the Chrome or Firefox browsers. This should be corrected, or should have an option to toggle.

If I move the Edge window from desktop 1 to desktop 5 and open the link in desktop 5 it will spawn a new tab. This is only an issue where the web browser is in a separate tab than the link I am trying to open.