In the web component suites we tend call such a button a Split Button, you can see one in action here https://demos.telerik.com/aspnet-ajax/button/examples/splitbutton/defaultcs.aspx
We have that feature request logged here already so I added your Vote for it and you can Follow it for status updates: https://feedback.telerik.com/blazor/1435750-split-button. In the page you will also find a solution you can use for the time being.
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