Exit from Display Mode to next subtitle
Pop-up menu: Setup/Preferences/Toggle settings/Exit from Display Mode to next subtitle

Ribbon menu: Options/Setup/Preferences/Toggle settings/Exit from Display Mode to next subtitle

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When mode is changed from Display to Edit, the currently exposed subtitle is focused in the Edit Window. If no subtitle is exposed, the previous subtitle is focused, but if you tick the Exit from Display Mode to next subtitle option, the next subtitle is focused.