I believe you can do this via Terminal with the following command:
gsettings set org.gnome.mutter workspaces-only-on-primary false
I cannot test this right now (the work machines are stock Ubuntu), but this generally the solution with Gnome-based desktops.
You totally ruined my dual monitor setup for me because I immediately noticed the same issue after reading your question.
In my setup, this might be related to the proprietary NVidia drivers and the different resolutions of the monitors.
I found the easiest way to fix this is by using ARandR.
The best tool to apply this configuration whenever connected to ...