Respawn Anchor and /setworldspawn not working properly (1.16.0)

When the update came out today I decided to try it out. Once getting into the nether I set my world spawn in the nether. Once I died, however, I respawned at the nether coords in the overworld. I thought it was just the world spawn command, so I filled up a respawn anchor (4 glowstone); but when I died I again respawned in the overworld this time at (0,0) not even at the world spawn I had set.