Let me explain it a bit further by giving an example.
Right now, I'm writing this in safari (maximized on my 2nd screen). On my first screen, I have Finder open and maximized. On my first screen in desktop 1, I have my Spotify open but, of course, not maximized (note the name desktop 1; otherwise, it would have changed to Spotify). Therefore at the moment, I do not see the finder window at all. Now I'm hovering my mouse down, so the dock shows up, so I can click on Finder. This means that after clicking, the Spotify on Desktop 1 should switch to the finder window since I clicked on it.
The issue is after I click on Finder, instead of only showing me the Finder, another new folder is opened in a new tab (or new window depends on your setting).
This seems like a BUG to me. I don't want to open a new folder in a new tab/window EVERY SINGLE TIME I click on the Finder.