MacOS does not isolate the apps in the secondary monitor through each Desktop
Fixed in comments.. but to provide an answer for future searchers…

Two things to check…
System Prefs > Mission Control > Displays have separate Spaces [should be off]
Then right click any one of your aberrant apps in the Dock > Options > make sure it's not set to All Desktops. 

Either or both of those settings could be responsible.