Strange behaviour when using app switcher and spaces

Hi, this is not a KM problem, but as many of you are experienced Mac users, may be I can find some help here. Machines used are Mac Mini M1 and Macbook Air M1, latest OS. I am using spaces, space 1 for desktop, 2 for Safari, 3 for Mail, .... etc. Also system setting option " when switching apps with open window go to space" is activated.
My problem: I am in space 3 (mail) and want to go to finder (space 1), and when using app switcher and go to finder, the finder menu bar appears while I am still in Mail space 3, but when clicking in the now visible finder menu bar, nothing happens. I can not click anything there. But when pressing a shortcut like command N, a new window is created in Finder and the space is now switching to space 1, Finder. I do not think this is normal behaviour, but I am searching for a solution since weeks now without success. Could you try on your machine if this is a bug and actually normal but wrong behaviour, or may be an idea for a wrong setting, ......... or what ever. Thanks for any help about that. Cheers!