Full screen plus windowed VM in multiple spaces

Scenario- Two VMs, one running in windowed mode in space 1 and one running full screen in space 2. I cannot get the OSX Dock or menu bar to show up in space 1 where the windowed VM is running (unless I click outside of the VM). If I change the full-screen VM in space 2 to windowed mode the dock bar will show up back in space 1.

I couldn't find anything really talking about this in the forums, is this expected behavior?

Thanks