Prevent Microsoft Office applications to follow desktop (Spaces)

When I'm working on an office application such as Excel, Word, etc, and I switch to a different desktop (right or left) the application always follows. The desired behavior, and what happens with most other applications, is that the app should stay in the previous desktop instead of being persistent and showing up again in the middle of the application that I want to switch to.

Any fix for this? I could not find it in the Preferences of Office. This happened to me in Catalina, Office 2019 and previous versions of them.

Any Application can be set to one of three options by right clicking it in the Dock

• All Desktops - will follow you to all Spaces as you describe
• This Desktop - will permanently fix the App to that Space
• None - will stay on whichever Space it is launched

These only work as expected if you don't try to open multiple documents in multiple Spaces & if you don't use apps in Full Screen.