The shortcut Ctrl+Shift+F6 is to return to the previous window when you have more than one workbook open. When you have only one workbook open, the cursor will stay. Please also refer to the shortcut Ctrl+Shift+Tab.
Step 1: Click any cell in one worksheet;
Step 2: Press and hold the Ctrl and Shift keys, then press the F6 key from the keyboard. The cursor will return to the previous workbook.