I'm on Windows 11, and when I click the "Task View" button which is usually right next to the windows button on the task bar, I get a layout of all my open windows on my current desktop. But there is a ribbon across the bottom of the screen that shows "Desktop 1" and "Desktop 2" and another with "Add Desktop".
I can have a dozen windows spread out all across my 3 monitors on desktop 1 and a different windows placed on Desktop 2. when I switch to desktop 2, it switches the whole view to the other windows.
And now, as I write this and test it out, I realize that you must be talking about the icons on the desktop rather than the open programs? That would make sense, because those icons do stay the same no matter which desktop.
I guess I just never thought about that because I almost never use desktop icons anymore. I just hit the windows key on the keyboard and start typing to find what I want. I actually rarely even see my actual desktop, because that would require me to close everything or minimize everything to see the icons and that is just an extra step.