Frustratingly, when you disable this option, new fullscreen windows will always be appended to the END of the list. If you have 3 spaces and click the green pil

Frustratingly, when you disable this option, new fullscreen windows will always be appended to the END of the list. If you have 3 spaces and click the green pill on a Safari window on space #1, it will become space #4, after all the others, instead of space #2. Reported to Apple, "works as intended". One more reason to never use macOS' built-in fullscreen mode.