At the moment (version 43) I can only choose between having workspaces only on the primary monitor or the same workspace on all monitors.
I would prefer a third option: That you can have multiple workspaces on each monitor. So I can switch between workspaces on one monitor without switching on the others. I switched to Gnome for other reasons, but I liked my multi monitor setup on i3.
You can find at least 2 extensions that offer workaround - moving windows to an adjacent workspace on secondary monitors:
Switch workspaces on active monitor
Custom Hot Corners - Extended that let’s you set custom mouse and keyboard shortcuts for actions Previous/Next Workspace - Current Monitor Only - on the primary monitor it switches workspace and moves windows on all other monitors to an adjacent workspace in the same direction (wraparound), on secondary monitors it just moves the windows to an adjacent workspace. CHC-E also offers separate actions Rotate Windows Across Workspaces Left/Right (monitor) that always move windows, even on the primary monitor.