It's impossible "to stay" when you have already "left". What you can do is to re-enter terminal-insert mode automatically.
augroup nvim_terminal | au!
" entering terminal buffer for the first time
autocmd TermEnter term://* startinsert
" switching to terminal window/buffer
autocmd BufEnter term://* startinsert
See also this question about problem with switching to terminal window by mouse click.
:h <Cmd> pseudokey specific to Neovim is supposed to answer this problem:
tnoremap <alt-h> <Cmd>wincmd h<CR>
tnoremap <alt-j> <Cmd>wincmd j<CR>
tnoremap <alt-k> <Cmd>wincmd k<CR>
tnoremap <alt-l> <Cmd>wincmd l<CR>
however currently it doesn't preserve terminal-insert mode and switches to terminal-normal anyway due to the bug tnoremap wincmd doesn't preserve mode · Issue #12246 · neovim/neovim. You have to wait for a newer release of neovim which will fix this bug. Or you can manually merge this pull request and build your own neovim.