How do I get a new file to open in a new workspace instead of being added to an existing workspace

Question

In Windows, when I right-click an individual file to open it with code, he opens it directly in the most recent workspace, whereas my expectation was that he should have opened a new VS Code window (which didn't have any folders open), not in the existing workspace

Detailed procedure:

1. Right click on a new file and select Open with VS Code
   Open with VS Code

2. He added the file directly to the existing workspace window, which is not what I expected
   Wrong desired effect

3. What I expected (The list of files on the left is what I opened manually)
   Separate window

I have searched the web, but all that came up had to do with the preview and edit modes of the file, and I didn't find any issues related to this. I had the impression that the first time I opened it I was asked to choose, but I don't know how to change it, so I'm asking this question, thanks!