Unless I've misunderstood what you're asking for (in which case, apologies…) then there's a setting in `Settings > Desktop & Dock > Mission Control` to govern this behaviour.

Turn off `When switching to an application, switch to a Space with open windows for the application` and then you'll be able to create a new Safari window in the current Space, not the 'existing Safari space'.

The specific path is for Tahoe, but the setting itself has been there for a long time, I think.