Images and files still opening in same window with Preview

This has been an issue for over 2 years now. When I open pictures or files with Preview, they still open in the same window. Even though I have selected in Preferences the 3rd option "Open each file in it's own window". I just bought a brand new Mac mini with Big Sur... and the issue still persists.

Looking through the community, I see others have had the same issue. Someone replied that the function to do this has been taken away. But if that's the case, why is it still an option in Preview?

Some have also suggested going into System Preferences and changing something in the Dock settings. However, whatever that option was, is no longer there in Big Sur.

I thought maybe it's something I carried over when I transferred all my data from my previous computer. But I wouldn't even know where to begin with looking.

If someone has discovered a fix for this, I'd would appreciate the suggestion.

Thanks. :)