The multiSelect supports several keyboard shortcuts as documented in https://demos.telerik.com/kendo-ui/multiselect/keyboard-navigation. However, when e.g. a KeyDown event is triggered (and handled) by the widget, its propagation is not stopped. This behavior can be witnessed in this DOJO.
In our case, we e.g. use multiSelects inside dialog windows that can be closed via ESC. When pressing ESC while a multiSelect is focused and open, this not only closes the multiSelect (as expected), but also closes the dialog.
The multiSelect should stop the propagation of events that it handled.