The DropDownList remains open after tabbing and does not fire. It also won't fire OnBlur and OnChange in this case. The problem occurs only if the component was opened by clicking exactly on its arrow.
Here is a test page: https://blazorrepl.telerik.com/cxEfFVPq042owTt616
The workaround is to wrap the component in a <span> that handles @onfocusout and closes the component programmatically: https://blazorrepl.telerik.com/cnafPCYL21aT3fpD05