A faster way to get back and forth between different files, in fact different workbooks is Ctrl+Tab back and forth. Now, when you have only two files open, that’s particularly fast. If you have a third file open, Ctrl+Tab takes us to the next one, the next one and then back to the current one and so on.
So the more files you have open, the less efficient that is. But nevertheless, it’s still a reasonable easy thing to want to get to, that idea of switching between open workbooks.