How to make Excel stay in one Ribbon menu rather than go back to Home each time?

As a workaround, I sugget you add the Shape feature onto Qucik Access Toolbar.

Go to File > Options > Quick Access Toolbar > Add Shapes feature.

enter image description here

Then you could find "Shapes" on Qucik Access Toolbar directly. If you don’t draw shapes later, you may cancel it on Quick Access Toolbar.

enter image description here