You're right, I'm thinking of using the keyboard cmd-tab.
So if I have two Zed windows and Firefox in front of one of them, I can't switch from Zed to Firefox and back to Zed without losing view of Firefox. Means I have to move windows around so they don't overlap, which seems so counterintuitive.
... would only happen if the application you switch to is enforcing it for some reason. Ordinarily you can interleave windows all you want.
Switching to an application by clicking on it in the Dock or Cmd+Tabbing to it will bring all its windows to the front, though.