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

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!!!.