This is a Mission Control pref.
System prefs > Mission Control > check "Displays have separate Spaces"
Personally, I don't consider it "weird" at all. This is my default working method, but I never use fullscreen, so I never get the blank screen.
I had the same issue regarding my itune player not been in full screen the SOLUTION I found is this to put my display setting (they were in +/- 4k) back in to regular HD 1080x1920 eureka FULL SCREEN IS BACK
hope this help
ps I dont understand why itune has never corrected this or inform user (solution) I don't want to buy 4k apple video guizmo to view my ...
Instead of directly dragging an application and creating a new space, if I click on the plus icon on the right side, and then move the application to it or directly drag the application to that + icon, the app is not entering into full screen mode. This fixes the issue.