Why does the Ubuntu window disappear in screen integration mode?

Question

virtual box

Installed Ubuntu 20.04.2.0. Installed the necessary drivers and guest additions. In full screen and standard modes, everything is in order - I'm sitting quietly in a resolution of 1920x1080.

But if I switch to "Screen Integration Mode" (Ctrl + L), then the VirtualBox window disappears - in its place appears Windows 10, in which I am currently sitting.

In this mode, when I switch to the Ubuntu window via alt + Tab, nothing happens - still a blank screen (Num Lock stops burning, because I turned it off in Ubuntu - I only understand that I switched to the Ubuntu window).

What is it connected with?