I suspect that's one of the perks not included in spaces, although updated several times along the way I believe it still causes
a lot of frustration, like in Mail.
If you have a window with an email containing a link to a website, and you click it, and incidentally have safari in another space, and then want to switch back via cmd+TAB, it switches to the main viewer instead of the mail
opened in a separate window.
That's probably because the mail is viewable in the main viewer but I like to open them in a separate window, wich has probably not been considered while developing spaces.
So in general Spaces helps organize my windows, but if it adds unnecessary steps to the most common tasks, then the drawbacks outweigh the benefits, wich is most likely the same in your case.
Regards