Current version of the Remote Desktop for Mac (Version 10.7.3 (1966) is not supporting multiple workspaces to subscribe to. The windows version of the client do support it. When will this feature be ...
It is now May 2022, I am running 10.7.6 version of Microsoft Remote Desktop on Mac OS 12.3.1 and multiple workspaces is supported. Looks like this has gone beyond the planned state and can be retired as a suggestion.