Oh! Those Table1,2,3 names in the first screenshot have absolutely nothing to do with the tables I explained later. Those are the query names in the Power Query editor that I was trying to take the screenshot of the Close and Load To... button.
Let me try again. Forget everything please and try the following.
To be able to load the
new query tables other than new worksheets:
When you are closing the Power Query editor, instead of closing the editor right away, use the Close & Load button but click the little triangle instead of the disk button on the button, so you can select the "Close and Load To..." button. While the "Close and Load" default button loads the query table into a new worksheet, the "Close and Load To..." button lets you select the worksheet.
After clicking this button, you'll get the following Import Data dialog. You should select Table and Existing worksheet options to be able to select the worksheet and the cell that you'd like to load the data. Please note that when you select Existing worksheet options, you can now activate the worksheet that you want by clicking on the sheet tab names.
However, if you already have existing query tables in new worksheets that you'd like to move to another sheet,
in this case, you won't be able to move the existing query table to another sheet by using this dialog. In this case, select the entire query table range on the sheet (the PQ editor is closed!), cut it, go to the target worksheet, and paste it (dragging the range also does the same thing but it might be difficult to drag the selection, so just use the cut & paste method).
Alternatively, you can delete the worksheet that has this query table, and in this case, the query will be "Connection Only". Now you can either open the query in the PQ and do the same Close and Load To... action explained in the previous paragraph OR you can also do the same thing without opening the PQ editor in the Queries and Connections page by right-clicking on the query name:
Hope this helps.