We had this same problem with Edge in the early days of Windows 10 until, it was finally fixed. Now, seeing the same with Edge C and, again, it must be fixed.
With multiple desktops, obviously, things should open, exist and stay in a certain desktop. If you're in #4 then, that's where everything should be. However, Edge C is not doing that. If you were last doing things in #2 and Edge C is asked to open in #4, it will open in #2, instead and add itself to the tabs in the, already, open browser in #2... instead of opening in #4 as, it should.
This (important) bug, in addition to here, has been reported to :) & MS Edge Support.
Certainly, if one does not use more than 1 desktop they will never discover this. For those who do use them, this behavior makes the whole idea/concept not work.
Edge C Team needs to fix this soon! It is a must-have & a must-fix.
NB: It was fixed with Edge before 10 was released after, Insiders reported it.