This happens with mutliple virtual desktop on Windows 10.
When you want to open a new window on a virtual desktop which doesn't have any opera window, the system switch to a virtual desktop with an opera window already opened and add a new tab to this window.
I know that this can be changed because WinSCP and Putty open themselves in new window on the current virtual desktop.
To have one opera window in each virtual desktop you have to switch to the virtual desktop which already have an opera window, [ctrl + n] to open a new one and [win + tab] to drag the newly created opera window into the desired virtual desktop. This can surely be enhanced.