There's a few kinks when re-syncing up to a PC or Nintendo Switch. For one, unlike the original Switch Pro Controller, you can't Power ON your device with the 8bitdo. Second, when going back to X-Input mode, it's vital that you hold down Start + X and have those 2 LEDs; while holding down Start + X, press the Sync button and Windows should automatically prompt you if you want to sync up the controller with your PC. Just Click the notification and syncing should commence.
Yeah it's too bad you can't turn the Switch on with it but quickly tapping the Switch's power button works even in docked mode thankfully so it's not too annoying.
As for the sync issues, you are missing a great function of the Sx30 Pro, it can save one bluetooth address per mode so you don't have to constantly re-sync. You switch between the respective modes by pressing START+A, START+B, START+Y or START+X while the controller is off. So lets say you want to sync with the Switch, while the controller is off press START+Y, then tap the sync button on the controller and it will sync up with your Switch. Now turn the controller off again by holding START for 3 seconds. Then if you want to sync with your PC press START+X and then tap the sync button on the controller again and pair up normally.
After you did this you can forget about the Sync button and now either press START+Y if you want to connect to the Switch, or START+X if you want to connect your PC while the controller is off, no need to constantly re-sync when switching between devices!
I paired my SF30 Pro to 4 devices and can switch on the fly, it's great!
START+A, macOS mode, is synced to the OSX install on my Macbook
START+B, Dinput mode, is synced to the Windows install on my Macbook
START+Y, Switch mode, is synced to my Switch
START+X, Xinput mode, is synced to my PC
If you ever forget which button-combo is what mode, just look at the sticker at the back.