Yes, this is what I've been complaining to them about for years. I've even talked in person to the developers in Natick about it and they know my views and why this is a complete show stopper for me moving to App Designer.
I'd happily move to App Designer because it has some nice things about it, like more advanced widgets/controls, but having the Current Folder, Command Window, and the Workspace panel in a separate app (the main MATLAB IDE) and the GUI designer and source code in a separate app (App Designer) is a total deal breaker for me. I can't be thrashing windows all the time when I want to debug. It might be OK for people with two monitors (MATLAB IDE on one monitor, and App Designer on the other monitor), but for those of use with laptops, or who prefer a single monitor, it's a total deal breaker.
If I were you I'd call them on the phone and complain. Please, please do this. The more of us that complain, perhaps the quicker they'll fix it. I think they understood my complaints but I don't know how much of an effort it is to fix it. Frankly I don't even know if they will fix it -- they just said they understood my complaints and understand how it's a hinderance to a productive workflow. Every release I check, but no luck so far.
Until they fix it, you're stuck with dealing with two separate apps and thrashing over to the "correct" window when you want to do something. A real pain, I know, believe me.