This is because you have defined Debug Desktop. You can disable the Debug Desktop feature or define a different desktop on the desktop of your Debug Desktop.
The settings are in the View | If I remember correctly, the desktop menu.
I find this feature very powerful, especially when combined with my multiple monitors. The debugging desktop lives on a separate monitor, so it does not overlap with the window of my application. And I can also customize the layout of the call stack, clock, local windows, which I do not show on my standard desktop.
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