"Select on start" isn't it. You need to set the "select on click". Whenever you press any button to open another window, you need to "pass" the focus to something inside that window. It's done via "select on click".
That's assuming that you set it up properly where you have an actual "Go Back" button (as in, a clickable control widget!), and you set UIKeyBinding to react to the "B" key.
If you don't, and you have your own code logic to detect the "B" key and react to it, then that's where you will need to do your selection transfer (manually).