Currently, there is no built-in feature in Excel that allows you to control which instance of Excel an attachment opens in when you have multiple desktops with separate instances. Excel typically opens attachments in the first instance of Excel that was launched, regardless of which desktop or instance is active.
One workaround is to use the command line switch excel.exe /x, which starts Excel in a new process. However, this may not directly address your issue with attachments opening in the wrong instance.
Unfortunately, without the third-party application you mentioned, there isn't a straightforward solution to force Excel to open attachments in the active instance. You may need to continue downloading and saving the attachments before opening them in the desired instance.
If you find the app you previously used or a similar one, that may be the best solution to your issue.