Prevent Microsoft Office applications to follow desktop (Spaces)
Any Application can be set to one of three options by right clicking it in the Dock




All Desktops - will follow you to all Spaces as you describe  
This Desktop - will permanently fix the App to that Space  
None - will stay on whichever Space it is launched


These only work as expected if you don't try to open multiple documents in multiple Spaces &amp; if you don't use apps in Full Screen.