Some widgets require specific configurations (e.g. event calendar has a google api token), thus it doesn't make really sense to have an activity design that isolate widgets across activities. Actually we cannot move widgets between activities, if we want to move a widget from an activity to another one, we have to create and setup it from scratch. Imho plasmashell design is just wrong, can't set different wallpaper/widget on virtual desktop, but activities have also limitations.
*** This bug has been marked as a duplicate of bug 341143 ***