Windows VM coherence window moves itself by following my switching among macos host desktops

Hi,
The coherence mode is a great feature I would like to give a try, but I don't understand the coherence window designed anchoring behavior.
It does not use the same macos native window behavior, which app window stick with one of multiple macos desktops, and I can switch among desktops with 3-fingers swapping to find the app window, instead the coherence app window follows my 3-fingers swapping and desktop switching and always showing on the current desktop, it feels like a ghost window.
How could i change this weird coherence mode window behavior, and make it as the same as the macos native window that stick on its own desktop?

 

Looks like the problem only limited to the new Windows Terminal app, the CMD window has no such issue. Does QA of Parallels test coherence mode with Windows Terminal app?