When you create a conversation, it is public. *Administrators*can access and interact with it without being a member.
(Don't worry, if you want to make the ticket private, it's possible from the ticket settings).
Here are the rules:
“Standard” members have access to conversations only in which they are invited as members.
"Administrator" members, thanks to the filter (top left funnel) can have access to all conversations in the space.
To make a conversation private, it is possible to go to the bottom of the right panel and check the “make private” box. In fact, only the members of the conversation will have access to it, and even more the administrator members.