Oh no you don't have to! If you are going to be switching back and forth, what I recommend is that you pause your workbook and then activate another. To pause your workbook, click on the top left hand corner of your workspace and click on the pause icon on your currently active workbook (the one with the dark blue background). You will see the pause icon when you hover over the workbook. After you have paused your workbook, you can now go ahead and activate the other workbook. When you want to switch to the previously active workbook, pause the currently active workbook and then reactivate the first workbook. Notice that the switch will happen immediately without you having to wait.
So what's the difference between a paused workbook and a deactivated workbook? Dr Strange has the answer for you here: https://discourse.xcalar.com/t/whats-the-difference-between-pause-workbook-and-deactivate/158/2
Hope this helps! Happy Xcaling!