Each Opera window has its own set of tabs. Workspaces in Opera are just a visual separation of tabs in the window. Given that, you should see why all the workspaces are empty when you open a new window. It's because that window doesn't have any tabs yet besides the one (start page or site you opened in a new window).
In other words, workspace "test" in one window and workspace "test" in another window are not the same workspace. They're different instances of that workspace.
Given that, Opera would have to change the fundamentals of how it handles tabs or set up some kind of workspace syncing across windows to do what you want. It's probably technically possible, but not something simple. You're not the only one that's asked for this though.
