The problem might be a combination of how macOS works, and how the Secondary Display feature is implemented in Lightroom Classic. (Even though you are using only one display, Shift+G is still a “Secondary Display” feature because Shift+G is a shortcut for the command Window > Secondary Display > Grid.)
macOS will happily let you move a window to another space. You might already know how to do this…enter Mission Control so that your multiple spaces are visible at the top of the screen, and drag any window to any space. The problem is, that doesn’t work with the Lightroom Classic Secondary Display because:
The Secondary Display feature is not a window, it’s a panel. One way we know this is that the title bar at the top of Secondary Display is the short kind (for macOS panels), not the tall kind (for full document windows such as the Lightroom Classic main application window). Also, when you switch to another application, the Lightroom Classic application window remains visible, but Secondary Display disappears…because macOS panels disappear when an app is no longer the foreground app. Panels work this way in Photoshop, Apple Photos, Apple Keynote…
macOS lets you distribute an application’s windows across spaces, but not panels. If you enter Mission Control, it shows you all windows in all open applications, but none of the panels appear.
So because Secondary Display is a panel and not a window, macOS will not show it in Mission Control, therefore it cannot be dragged to a different space than the Lightroom Classic application window.
(If someone knows how to get around that, I have no problem being proved wrong about this. 🙂 )
What still works, though, is pressing Shift+G so that Secondary Display grid appears over the Lightroom Classic application window on your single display, and pressing Shift+G again to reveal the application window again.