How do I open multiple Safari pages in different Spaces?

My wife's MacBook Pro will open Safari in different Spaces by opening Safari, switching to a new space, then holding down a single click on the Safari sign located in the Dock. It pulls up several options including Open New Window. When I click on that, it will open another session of Safari, while retaining the session running on the other Space.

My new MacBook Pro will not do this. I have looked and cannot find any topic addressing this issue. Please help me with this, it is a more practical option for my work than just opening multiple tabs in the same space.