The ones I have (SF30/SN30) remember which mode they're in so I just press the start button and it connects to my Switch. Then if I change it to bluetooth, it's the same for my Steam link until I switch it back. Plus there's a sticker on the back that gives the combos to change modes (Y+Start=Switch, X+Start=Bluetooth, etc). Some models, like the Lite 2, do have that physical mode switch.