Yandex Browser version 13.12.1599.12987 and probably some other earlier/later builds don't want to work on a separate (other than main default) desktop. That's right, there is no technical requirement for this, it just doesn't want. There is a special check that desktop it's running on is the same by name as current active desktop. Other Chromium-based browsers don't have that check. The reason behind that check is also unknown.