Unable to navigate onto a datepicker with keyboard

Please check the official demo. When the focus is on the input element, the datepicker appears. But when you press the Tab key to try to navigate onto the datepicker, the datepicker disappears.

Incidentally, W3's example indicates that a datepicker is supposed to have the "dialog" role.

Pleas check W3's example for the keyboard navigation and the dialog role.