Sidecar and cycling through windows

Is there a way to set a preference for cycling through apps on a Mac while using Sidecar? Or rather, if the Arrangment is set so that the iPad is a second display (not mirrored) and placed on the left, the window that shows the apps as you cycle through them appears on the iPad, not the Mac. If I arrange to have the iPad on the right, they reappear on the Mac (also if arranged above or below the main screen in System Preferences). But I'd like the iPad to appear on the left and the cycling window to appear on the Mac. Can't figure out the way to do this.

Thanks.