SKY view intentionally keeps some areas as separate pages so that the application loads quickly and runs well on all types of computers and devices, and doesn't clutter up the screen with too many options at once.
However, that being said - you can accomplish exactly what it sounds like you're looking for in SKY view, and very similar to how the Pending Applications screen worked in classic view. In the top navigation, any of the links you click that open new pages (i.e. the "Pending applications" link) can be opened as a new browser tab. That way you can have one browser tab with the Pending Applications screen open, and another with Workspace open.
On Windows, you can open a link in a new tab in most browsers by right clicking the link and clicking "Open in new tab", or by holding the Ctrl key while clicking. On Mac OS, you can usually do the same by holding the Command key while clicking the link. On mobile devices, you can usually do the same by holding down your finger on the link for a second or two, and then tapping "Open in new tab".
You can try this even with other pages - the Reports Manager or the Dashboard, for example.
I tried creating a separate link for the Applications tab, but that does not work very well. I constantly get error messages.
When you have review 100+ applications in and you have to go back and forth from Workspace to Applications, it would save time and allow the workflow to run more efficiently, if the Applications/Pending tab remained open during this process.