Change the behavior of the cursor after closing a horizontal split

Here is my initial state:

 +-------------------------+
 |            |            |
 |            |            |
 |            |            |
 |            |   Cursor   |
 |            |    Here    |
 |            |            |
 |            |            |
 +-------------------------+

I open a new split using a command:

+-------------------------+
 |            |            |
 |            |            |
 |            |            |
 |            |            |
 |            |            |
 +-------------------------+ 
 |       Cursor here       |
 +-------------------------+

And when I close this window, the cursor goes back to the vertical split the most to the left.
It’s the same problem if there is 2, 3, 4… vertical splits.

 +-------------------------+
 |            |            |
 |            |            |
 |            |            |
 |  Cursor    |            |
 |   Here     |            |
 |            |            |
 |            |            |
 +-------------------------+

So the cursor isn’t on the correct split according to my initial state. I hope that my problem is understandable.
Thank you very much and have a nice day!