Not exactly true. When you open a quicklook in front of some app and then click on that app, it of course go to the back.
However, if you opened quicklook (in previous macOS X) and then clicked somewhere else (for example on different monitor), the quicklook stayed in from on the original screen.
Now it disappear on some spaces and on some others it stays the same as it was before.
I recorded it and you can see it here:
https://youtu.be/ityeBCxcDT4
In the first part the preview stays in from of the google chrome window on iMac even I clicked on the Google Chrome in the second monitor.
In the second part the preview was opened on another Space on iMac and when I clicked on the Google Chrome on second monitor, it went to the back.
So same situation, different result on different Spaces.