mat-menu focuses the second item on Arrow Down when opened with the mouse

#### Bug, feature request, or proposal:
Bug

#### What is the expected behavior?
When opening a menu with the mouse, no items are focused. Pressing arrow down (on the keyboard) in this state (where no item is focused) would focus the first item; pressing arrow up would focus the last item (via wrapping around).

#### What is the current behavior?
Opening a menu with the mouse and then pressing arrow down focuses the second menu item.

#### What are the steps to reproduce?
1. Go to
* https://material.angular.io/components/menu/overview
* or https://v7.material.angular.io/components/menu/overview
* or https://v6.material.angular.io/components/menu/overview
2. Click on the "Menu" button in the basic menu example.
3. Press Down Arrow on the keyboard

Recording: [2019-06-02_19-34-41](https://user-images.githubusercontent.com/5409190/58768724-7d33ff80-856d-11e9-9496-452b95939d56.gif)

#### What is the use-case or motivation for changing an existing behavior?
The current behavior is non-intuitive: Nothing is visibility focused, but the menu behaves as if the first item is focused.

#### Which versions of Angular, Material, OS, TypeScript, browsers are affected?
Angular Material 6.4.7, 7.3.7, and 8.0.0
Tested in Firefox and Chrome on Windows 10

#### Is there anything else we should know?
Root cause appears to be that there is always a menu item focused; but, the focused menu item when the menu is opened by the mouse is styled like a normal menu item, giving the impression there is no item focused by default.

This can be observed (at least for 8.0.0) by adding a style for `.cdk-focused.cdk-mouse-focused`, and observing that the style is applied to the first menu item when opening the menu with the mouse.

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Potentially related issue: https://github.com/angular/components/issues/2657

That issue describes the behavior I see in 5.2.5 (here: https://v5.material.angular.io/components/menu/overview ), where opening the menu with the mouse disables focus styling (making keyboard navigation hard to use), but opening the menu with the keyboard allows for keyboard navigation (whereas now, the focus state is hidden until the user interacts with the keyboard). At the time, the issue was closed saying the behavior was intended.

Start by reproducing the behavior in the basic menu example on the Angular Material menu overview, opening it with the mouse and pressing Arrow Down or Arrow Up. Trace the menu's focus handling and verify that no item is treated as focused after mouse opening; Arrow Down should then focus the first item and Arrow Up the last.

Written by the indexing model from the issue text.