@Ricky Su, Thanks for posting in Q&A. Based on my researching, I didn't find the feature in Windows 365 which can prevent users from switching to physical machine. You can feedback in the following link to see if it can be added in the future:
https://feedbackportal.microsoft.com/feedback/forum/6ab53114-95ab-ec11-9840-000d3a1c7d74
Thanks for your understanding.
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