Can't switch to a space with no open windows

When Mission Control preferences When switching to an application, switch to a Space with open windows for that application is enabled, it is not possible to switch to an empty space if a Finder window is open. I have three spaces that I use for different tasks. If I open a Finder window in one space, I can no longer switch to the other spaces to launch other programs, because there are not yet any open windows. If I try from any app besides the Finder, it just dumps me in the Space with the Finder window. *Note: in the Dock options for the Finder, I have "Assign to: None" because I want my Finder windows associated with Spaces.*