prevent Microsoft Remote Desktop from starting in full screen mode
Check the display settings - right click your saved session &amp; Edit or click the small pencil icon bottom right of it…



I don't recall what the defaults are - I've had this set up too long to remember - but the above settings work well for me, to open maximised* but not fullscreen on my second monitor, which I have set as you do, not using separate spaces.

*or rather 'the same as I last used it'.