Similar situation on Ubuntu 14.04.1 LTS. Certain windows when first opened after start will open on the first workspace / virtual desktop no matter which workspace the Steam client is on. Most notably this happens with the friend list, which also periodically gets closed when idle.
Nothing extracted yet.
Using GNOME Shell 3.8 (but this happens on previous versions of GNOME Shell), Steam can be started on a new workspace, but its current workspace will not be preserved between:
Updating Steam
Starting Steam
Main Steam Application
This results in (on my part) needing to wait for Steam to start completely and then moving windows around, and in the meantime windows popping up into focus on my current workspace.