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You're doing it wrong, or just lying.
This has never, ever been an issue for me. Multiple desktops? I have 32 of them. I gimp on one, just one, and never have a problem like you describe.
I also use Enlightenment, which is a good window manager. On Windows the gimp is a pain because Windows sucks for managing windows (ironic!) But, even there I would prefer not to have an MDI... especially one where I cannot work on two or three images side by side!