That's because the default mapping for Shift-Tab is "Focus Previous".

For whatever, Presonus goofed badly on that "Focus Previous" behavior. It doesn't do what it's supposed to do. Even Gregor has remarked on the goof in some recent video about audio editing/splitting workflow.

So: ignore "Focus Previous". Instead, map Shift-Tab to "Previous Hotspot". That's the droid you're looking for.