I've two screens and I'm using Unity Interface. In GNOME shell we're able to change the workspace of just the primary, what make sense for me. How can I do that on the Unity?
While I don't have an actual answer to your question, I do have a work-around which I have been using to get your described behaviour.
If you right click on a window titlebar, you'll get multiple options and amongst those there should be one saying something like "Always visible on workspace". This will make the window appearing on all workspaces.
Also, you could replicate this behavior and add more features with gnome-tweak-tool. You can install it using:
sudo apt install gnome-tweaks
Below I let you an image with my Tweak set up to replicate your expected behavior
(Image as Link cause reputation :/)