In beta 531 (and it seemed something similar in the previous beta), I have notice that the New Document window seems to forget whether the app is in full screen mode. Sometimes when I am in fullscreen mode, the new document window opens up in another space*, one of the Desktop (non-fullscreen) spaces. Sometimes it seems to do this, and sometimes it doesn't, so I haven't hit upon the exact recipe, but rotating through this sequence seems to eventually bring it up sooner or later:
Open and close the New Document window
Switch to fullscreen mode
Open and close the New Document window
Exit fullscreen mode
Repeat steps another time if the issue hasn't manifested. After it first manifests the problem, it seems impossible to get the window to stay in the same space while in fullscreen mode. Restarting the app will solve the problem until the next time.
In case it is relevant, I am using the red dot in the title bar to close the New Window dialog, and the green dot to enter and exit the fullscreen mode.
*By "space," I am referring to the Mission Control terminology.
I am using macOS 10.14.6