Finder windows show up in all my Spaces
You just need to ctrl + click on the Finder Icon in the Dock. Go to the Options, and choose how the finder windows show in Desktops




All Desktops


All Window show in Desktop Spaces


This Desktop


All Window show Only in the current Desktop Space.
When your are in another desktop space it will jump to the one for finder when you open folders into windows or switch to the finder.


None


Each finder windows will stick to the desktop space you open them in.