To reproduce: run the application. On the first DocumentWindow there is a UserControl with a wizard. Pressing the Tab key will navigate the command buttons. On the second DocumentWindow there is a similar wizard which is NOT hosted in a UserControl. 

Workaround: Currently, you can override the ProcessDialogKey method of RadWizard  and handle the Tab key where you can perform the desired logic, e.g. select a specific control:

        public class MyWizard : RadWizard
        {
            protected override bool ProcessDialogKey(Keys keyData)
            {
                if (keyData == Keys.Tab)
                {
                    WizardPage page = this.SelectedPage;
                    page.ContentArea.Controls[0].Focus();
                    return false;
                }
                return base.ProcessDialogKey(keyData);
            }
        }