I've done some testing on this, with two internal hard drives. One has Mojave boot system, and a second partition with Windows 10, set up through Boot Camp. The second hard drive has two boot systems, one is Catalina, and the other has a Big Sur beta system installed.
I usually boot to Catalina, and the Startup Disk is set for Catalina to be the default boot system.
Without changing any settings, I restart my Mac, holding Option, choose the BootCamp system, and it boots to Windows 10.
Now - booted to Windows. I choose restart from the Windows menu - again, without changing any settings. My Mac simply reboots to the Catalina system, as I expect.
Boot back into Windows 10.
This time, choose the taskbar, and the Boot Camp icon, choosing to "Restart in macOS..." and THIS time (again, did not change any settings), my Mac restarts to the Mojave system (which is on the same device as the Windows system)
If I boot again into Windows, then go to the Task Bar, then Boot Camp, choosing to open the Boot Camp control panel, I notice that the Startup Disk panel only shows a Boot Camp choice, and a macOS choice. After testing a couple of times, I realized that Boot Camp in Windows only sees the Mojave boot system. Of course, I can't actually browse to any of the Mac volumes. Windows won't browse to those, as they are all APFS volumes.
What's your choice here?
Set your Startup Disk while booted to your normal Mac system.
Don't change boot settings just to boot into Windows.
Restart, holding the Option key on your keyboard. Choose the bootcamp system when it appears in the boot picker screen, and use that boot to Windows.
When you want to go back to Windows, just restart from the Windows menu (not the taskbar bootcamp icon)
You don't need to do anything going from Windows back to macOS, other than a simple restart.