Better Behaviour when using 'App Focus' e.g. MetaGrid or Stream Deck

Cubase
1

For some reason the MixConsole and Key Editor behave like separate apps when using an app focus function like what’s found in MetaGrid Pro or Stream Deck. If I am in the MixConsole and then focus on VEP via a MetaGrid shortcut, when I return to Cubase via a shortcut, I am taken back to the MixConsole. Great! BUT! when I close the MixConsole I am taken back to VEP. ANNOYING!!!.