Use the new Preserve Stack Position toggle to return to the modifier you had previously selected for an object before you selected a new object.

A new button has been added just below the modifier stack in the
Modifier Stack Controls for
Preserve Stack Position. When ON, this button lets you return back to the modifier you had last selected on the modifier stack when you reselect the object in the scene you are currently working in.
Note: This toggle remains ON be default. The state of this toggle (ON/OFF) will also be remembered in 3ds Max sessions.