The first part seems alright, because legacy 6509 capability could get you into the desired bank, and the 816's Program Bank Register (PBR) can I think be loaded with a matching, non-zero value even while still in Emulation Mode. Then you use the XCE instruction to engage Native Mode, and that's when the 816's E output changes state and your CPLD stops relaying 6509 high address bits to the mobo and starts relaying '816 high address bits instead.
Using XCE to switch back to Emulation Mode will, AIUI, cause the '816 to re-initialize the PBR to zero. But that's also when E will go false and the CPLD will stop relaying 816 high address bits to the mobo. Does this answer the question, or have I misunderstood what you were getting at?