Fujifilm has changed this on the latest camers such as the X100VI - recent cameras show the behaviour you are looking for.
However I don't believe you can choose the behaviour either on older or newer cameras.
Older cameras will return to either the My Menu or the first item in the IQ Menu if you don't have My Menu items so removing the My Menu items may be an option for you.
Just updated my XH2 to the latest firmware, and my camera now keeps blacking out. I can only get it to work again by taking the battery out, and back in. Anyone else have the issue?