I don't know this behaviour and can only explain it the following way: the application which you are opening has been opened in a certain desktop before. By default it will go back to that desktop. This is actually a very useful feature if, like me, you designate desktops - #3 is multimedia for me, for example. kdenlive, kino, k3b, kaffeine, etc. all open automatically on desktop 3.
If you want to change that open the application, move it to another desktop and restart kde (I think that works...).