links clicked in apple mail take me back to desktop

To preface, I usually work with all windows in full-screen. I'm having an issue whereby a link that is clicked in a message in Apple Mail takes me back to the main Desktop 1 instead of Safari. If I swipe over to Safari the link has indeed opened but I'm wondering how I can eliminate having to swipe to Safari. I remember, not to long ago, that I would be automatically taken to Safari when clicking a link in Apple Mail.