Finder windows won't stay on desktop

I'm using MacOS Monterrey.

I have two or three "desktops" open at a time. Only using one monitor.

Every other program/app, if I open a window on desktop 1, for example, and then switch to desktop 2, the window doesn't follow me there. If I go back to desktop 1, the window is waiting for me there.

But Finder windows keep jumping around. For example, I'll open a Finder window on Desktop 1, go do something totally unrelated like read email on desktop 2, then when I go back to Desktop 1 looking for my Finder window, it's not there anymore. It's moved to desktop 2!

Is there any way to stop this and make Finder behave like all other programs?