I am able to open Sticky Notes without opening OneNote using the shortcut you show in your post.
If you open Sticky Notes (new) before opening OneNote, it won't be grouped with OneNote.
If you open Sticky Notes (new) using your shortcut after OneNote is already open, it will always group with OneNote (changing the size of the window to the Sticky Notes window size).
You can also use the suggestion from Basj, but you will have manually group your OneNote windows.
I believe Sticky Notes (new) has always been run as part of the OneNote code. Microsoft just added a button to open it in OneNote. If you think about it, Sticky Notes (new) works exactly like OneNote.
You can still download the legacy Sticky Notes app from the Microsoft Store if wanted to go that route.
Hope this helps. 
