Yes, there is a setting for this.
Go to Edit -> Preferences -> MIDI -> Control Surfaces
On the bottom right, there is a section called "Control Strip Visible in". Select whether your control surface should follow the list of tracks visible in the
Track View,
Console View or always show
All Strips.
More info is available in the contextual help. Simply press the <Help> button from this page of the preferences dialogbox.
I hope this helps.
Sacha