Default email account not being honoured in Mail

I have set Mail (iOS and macOS) to use my iCloud email as the default for new messages. However if I happen to have an email selected (for instance, in my ‘All inboxes’), the mail is addressed as if it is from whichever email address the email in the background was sent to.

I have two main email addresses - but one is an account that I use for junk and the iCloud one I use for my main correspondence but I like to keep all my email in one inbox. If I happen to have a junk email selected in the background and start a new email, the new email defaults to being sent from the junk account.

I find this behaviour unintuitive and annoying. If an account is set as ‘default’, surely that should take priority over which email is selected. Obviously, if I am replying, Mail should use the previous email but when I am starting a completely new email, the email selected in the background should be irrelevant.

Is there any setting to enforce this expected behaviour or am I alone in finding this really annoying?