Bone compensation moves all the related bones in their local spaces to compensate for the movement of the bone you moved directly. So you have to key those too. The K
key is the shortcut for keying all the currently moved bones.
But note, they will animate in their local space accordingly, which may result in a motion that you don't want.
If you want bones to actually move independently, you may want to make them actually separate in the hierarchy.
If it's just rotation, you can also test if unchecking inherit rotation in the Tree will do what you need. But note that this not keyable, so it's either you want to inherit it or you don't. Unchecking inherit rotation means it will rotate in skeleton space rather than rotate relative to its parent.
If you are using Spine PRO, you can also use Transform Constraint to simulate switching their hierarchy relationship on and off, and even blending in between.
Example of Transform Constraint:
The hand and pistol is able to be detached from the rest of the body, so that they can move independently.