A family of Microsoft spreadsheet software with tools for analyzing, charting, and communicating data
This is by design in Excel. There is no such setting in Excel to avoid it.
You may try opening workbooks by running separate instances of Excel.
Open your first workbook and then while holding the ALT key down right click on the taskbar icon and open another workbook. Continue to hold down the ALT key until you get a popup asking if you want another instance of Excel. Click yes and then open your second workbook.