I should have mentioned that I am talking about Coherence mode, yes.
On the Mac there are 2 ways to fill the screen with an app:
1. Zoom-ed (effectively fills the regular screen by pulling the window edges up to the menu bar, down to the dock, left to the screen edge, right to the screen edge--but is not actually in macOS "fullscreen" mode)
2. Fullscreen mode (fills the entire screen and effectively acts as a separate "space" to the OS)
After further testing, most Windows apps seem to go into mode 1. Zoom when I hit their Maximize button. However, some seem to go straight to mode 2. Fullscreen. I wonder if the ones going fullscreen are written in such a way that they can't stay Windowed (the one in particular that got me going down this road is a game tool...maybe it's only got a Windows fullscreen mode?).
In any event, most work correctly and Zoom rather than going fullscreen. Sorry for the confusion.