Datepicker - When open, pressing Esc key should just close datepicker and stop event propagation

#### Bug, feature request, or proposal:
When a `Datepicker` is open, pressing `Esc` key closes it, which is fine. The issue arises when the parent component is also monitoring `Esc` key.

For example I have a form which contains the `Datepicker` component. I want the form to be closed when the user presses `Esc` key. But if the user has a `Datepicker` open, and presses `Esc` key, it closes the form, whereas it should only close the `Datepicker`.

#### What is the expected behavior?

`Datepicker` should stop propagation of the same event to the parent.

#### What are the steps to reproduce?
Visit https://stackblitz.com/edit/angular-b1wcka

Open datepicker and press `Esc` key to close `datepicker`, this will close the whole form instead of just closing the `datepicker`.

Start at the Datepicker keyboard-event handling and reproduce the behavior using the linked StackBlitz example. Verify that pressing Esc closes the Datepicker without reaching the parent form, while other keyboard behavior remains unchanged.

Written by the indexing model from the issue text.