When you say that you open a spreadsheet, is this spreadsheet located on your local or remote machine?
If you open a file using the local filemanager it will launch locally. If you open a file using the filemanager running on that remote machine, it will launch remotely.
think of a VNC session as very long keyboard video and mouse cables running to the remote machine, it only allows you to control the remote PC, there is no other interaction between the local and remote machines.
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