Whenever I start up audacious, whether from the command line or from the Gnome menu, it appears on all workspaces. The "Always on Visible Workspace" parameter is on when examining the window in the Window List.
This is probably good behavior by default, but I have a workspace dedicated to audio applications, and I want audacious to appear only in that workspace. I can do this if I move audacious to that workspace, so that's not a problem. What's missing is that the system forgets about this preference the next time I start audacious. It's gotten rather annoying to have to move the application on every startup.
This is not the default.
I assume you have configured Audacious for "sticky=TRUE", i.e. "Menu > View > Put on all Workspaces (Ctrl+S)".
Aha, you are correct. I must have done that a long time ago. I didn't even see that menu item there; I would have expected something like that to be in the main Preferences area.
Bug 525173 (Audacious workspace preferences should sync with window manager) filed as followup to improve usability.