When the focus of the RadButton is set on the server-side, the active element becomes the inner input and not the span wrapper of the button. 
For the time being the client-side focus can be set. For example:

       	<telerik:RadButton ID="serverFocusBtn" runat="server" RenderMode="Classic" Text="Postback" TabIndex="0" OnClientLoad="btn_load" />
        <script type="text/javascript">
            function btn_load(btn) {
                btn.focus();
            }                 
        </script>