It is feature that designed to work like this, so normal behaviour:
While actively using the phone in any way the incoming call can not interrupt this activity. Instead it shows incoming call in floating notification as offering opportunity to pick up, reject the call or keep the activity.
While not actively using the phone (on lock screen or in screen off state) the incoming calls always appear in full screen mode.
It works the same way on most of the devices like Pixel, OnePlus...etc. and also on stock Android (AOSP)