Can't move apps between spaces

Brand new 5K 2015 iMac, dual monitor setup, I have a total of 8 spaces.

From the manual: "

Move an app window from one space to another

Do any of the following:

Drag the window to the edge of your screen. After a moment, the window moves to the next space."

This works on my MBP at work and on my Mini's, but on the iMac the next space simply refuses to appear if I move an app/window to the edge of the screen.

I can't find any settings switch for it, nor do I remember there being one, so why am I unable to move apps to the next space?

I know I can use keyboard shortcuts for this instead, but, you know, old habits