Move window One Space/Desktop Left/Right does not work with JUST Messages app

I assigned the shortcut "Ctrl + Cmd + Arrow Left/Right" to move window one space left/right and this works for every app except for the macOS Messages app.

Could be a conflict with another shortcut in the Messages app, but I have tried many other different shortcuts with the same result.

MacBook Pro Mid 2015 with Magic Keyboard 1
macOS 10.13.6
BTT 2.536