Weird window behavior in Big Sur

I've tried Big Sur for the first time a few days ago, on a new laptop (it came preinstalled).

I can only see the windows associated with the current application. If I switch apps, click on the desktop, or switch desktops, all other app windows disappear except for the Finder ones.

I don't know if this iOS-like behavior is normal, but for me it means I cannot do any work, since my workflow requires the output of more than one program at the same time.

Any suggestions (except for downgrading to Catalina) ?