I have the same thing in El Cap. I never noticed it before and I don't know if it was in Yosemite. As far as I'm concerned, I'm going to ignore it.
Mission Control includes three separate features for organizing windows and open applications:
All windows:
Shows all open and unhidden windows and desktops shrinking their appearance so they all fit on a single screen. On newer Mac keyboards, this is activated from the F3 key, or F9 on older keyboards. On Apple's Magic Mouse or multi-touch trackpads, this can be activated by pulling up on the trackpad with three or four fingers. Mission Control redesigned this feature extensively to show all running desktops.
Application windows: ....
Desktop: .... (Emphasis added)
I guess that's it. I rarely use the functionality in question...never noticed that it had changed since Snowy.
Edit: The confusion is in part due to Apple's bad description of Mission Control in the MC pref pane; it's says "all open windows" but fails to mention "desktops".