Mail app does not show notifications on other spaces

I have trouble with the mail app on macOS. When I am in a different space (like IntelliJ, Telegram,... in fullscreen mode) and a new mail recieves, I hear the notification sound but not the banner on top right of the display. I must go quickly to the main space (where the widgets are placed) to see the banner. But for example for another application like Telegram I don't have the same problem and its notifications are shown everywhere and on any space. What's wrong with the mail app? I have checked the notifications for mail app and everything is truly set up.