We just released the Latest Internal Build 2019.2.814 of the suite with a fix for this issue and wanted to notify you about that.
You can check the release notes at https://www.telerik.com/support/whats-new/aspnet-ajax/release-history/ui-for-asp-net-ajax-2019-2-814-(nightly-build-2019-08-14) as well as download the Telerik_UI_for_ASP.NET_AJAX_2019_2_814_Dev_hotfix.zip installation from https://www.telerik.com/account/product-download?product=RCAJAX.
<telerik:RadGrid ID="RadGrid1" runat="server">     <FilterMenu OnClientLoad="OnClientLoad" OnClientShown="OnClientShown"></FilterMenu></telerik:RadGrid><script type="text/javascript">    //Put your JavaScript code here.    function OnClientShown(sender, args) {        var firstItem = sender.get_focusedItem() || sender.get_items().getItem(0);        if (firstItem._linkElement) {            firstItem.__linkElement = firstItem._linkElement;            firstItem._linkElement = undefined;        }        else if (firstItem._templateElement) {            firstItem.__templateElement = firstItem._templateElement;            firstItem._templateElement = undefined;        }    }    function OnClientLoad(sender, args) {        Telerik.Web.UI.RadContextMenu.prototype._onExpandAnimationEnded = function () {            var sender = this;            var animationDuration = sender.get_expandAnimation().get_duration();            var firstItem = sender.get_focusedItem() || sender.get_items().getItem(0);            setTimeout(function () {                if (firstItem.__linkElement) {                    firstItem._linkElement = firstItem.__linkElement;                    firstItem._linkElement.focus();                }                else if (firstItem.__templateElement) {                    firstItem._templateElement = firstItem.__templateElement;                    firstItem._templateElement.focus();                }            }, animationDuration);        }    }</script>