I had two documents open in Affinity (Designer and Photo both exhibited this issue) in Separated Mode and each document was on a separate space in Mission Control.
There seems to be a bug with this where dragging one of the documents around will cause the Mission Control space to change and Affinity will try to place document window being dragged into a tab in the window of the other document that was on another space.
It happens right about when the relative positions up the title bars match up even though the windows are on separate spaces. I've attached a quick screen recording to demonstrate the issue!
Thanks, - Tony
(I'm currently running OSX 10.11 and the 1.3.5 releases of Affinity Designer/Photo)
Affinity Spaces Bug Demo.mov