I just started using exwm and was wondering about the cause of this, thanks for sharing. There should really be a way to open unmanaged windows into their own individual workspaces.
The way to get around this, until (or if) this is ever fixed, is to first switch to a different numbered workspace than your primary then open the fullscreen app there. If you need to look something up without quitting the app you can then just use whatever keyboard shortcut you’ve assigned to your primary to switch.