@badAdjective
As our senior member remarked, there is a difference between "Full Screen" and manually adjusting the screen to fill the Window.
To enter Full Screen, with new Desktop, move your cursor up to the green button as shown here:
You will see the green button has a double arrow head. Click on this and you get Full Screen on a new Desktop.
If you hold down the Option key, the green button shows a cross (+) and Clicking on that allows you to drag the screen to any shape or size you desire whilst retaining the same Desktop.
This may possibly be where the confusion lies.
To Exit Full Screen, one way is to press on the Escape key (esc), top row on keyboard, far left.
Of course you can enter and exit Full Screen in other ways, such as Clicking on View and choosing Enter Full Screen/Exit Full Screen, accordingly.
Hope this helps.
Ian