Why does Citrix CAG (RDP across monitors) take up multiple Spaces?
Solution 1:
It sounds like you have it set to All Spaces [Desktops].
With the app running & in the correct Space, right click it in the dock & select Options > This Desktop.
For a fuller answer on setting up & using Spaces, see my other related answers at https://superuser.com/a/1187552/347380 or https://apple.stackexchange.com/a/179403/85275