UGameplayStatics::OpenLevel affects both windows in PIE

When I call UGameplayStatics::OpenLevel with the “listen” option after starting a session, both PIE windows (started in Net Mode “Play Standalone”) change to the specified level even thought the second window has not yet connected to the session. I did not see this behavior when using the Advanced Sessions plugin and blueprints to start/join sessions. I also do not see this if I use “Standalone Game Mode” instead of PIE. Is this expected?

I can use “Standalone Game Mode” instead of PIE, but it is more cumbersome for me than PIE, so if would prefer to make it work in PIE.