[A11Y] An open ActionList menu does not close when Tab is pressed

When an ActionList is opened, so the ActionListItems are shown, and you press Tab, focus moves to the next focusable element on the page and the ActionList remains open.

### Short Description

I think the above was short enough.

### Impact

I would say this is Critical as an app using the component will fail accessibility testing (in my limited experience).

- [ ] Blocker
- [ X] Critical
- [ ] Serious
- [ ] Moderate
- [ ] Minor

### Steps To Reproduce:

This can be seen on the docs page here: https://cauldron.dequelabs.com/components/ActionMenu

### Current Behavior:

See above

### Expected Behavior:

I expect it should behave like the HTML native element, and close when Tab is pressed.
Focus should remain on the button element, not move to the next element.

See https://developer.mozilla.org/en-US/docs/Web/HTML/Reference/Elements/select