Mac: Clicking App icon in the menu bar forces desktop back to the 1st one

Love the app, just one super annoying quirk

1. Bring up mission control (Press F3/swipe 4 fingers upwards/using touchbar/etc...)

2. Click + on top left to create a new desktop

3. Move to the new desktop (control + right/swipe 4 fingers to the right/etc...)

4. Click the "Get sound" app icon from the top right menu bar

   
   Expected: Menu pop up opens in the current desktop

   Actual: You are taken to the 1st desktop and it opens up there instead

This is pretty inconsistent with other apps i have in the menu bar (e.g. zoom, etc..) which open up just fine in the current "desktop" that I am currently in.

For someone who uses multiple desktops, it makes being able to use this app a pain not being able to pausing/playing