This behavior is caused by a preference setting in macOS's System Preferences. Your Mac has to allow each display to have separate spaces for you to be able to use other displays when an app is full screened. To fix this follow the steps below.
Use multiple displays while an app is Fullscreen
System Preferences > Mission Control > Check “Displays have separate spaces"
For the setting change to take effect, you will need to either log out of your Mac account and log back in or restart your Mac.