It took me a little bit to find this setting so I'm writing it down for friends.
After you finish a debug session in VS Code, it may change the sidebar's focus back to the File Explorer.
I don't think it is the default setting, but mine was set that way (and I didn't remember that).
To change it in your settings JSON:
{
"debug.openExplorerOnEnd": false
}
(I think the reason it took a bit to find is that it doesn't mention sidebar, etc)