[Select] Does not work properly with keyboard navigation when using NVDA in chrome

• The issue is present in the latest release.
• I have searched the issues of this repository and believe that this is not a duplicate.

Current Behaviour 😯

When using the keyboard to navigate, the dropdown for choosing rows per page does not behave as expected. When opening the dropdown using enter/space, it opens properly and receives focus. After that, you can't use the arrow keys to move up/down. If you press enter/space again, you can move using the arrows. This is present on the material ui table documentation page. This is only a problem when NVDA is running (version 2020.4).

(When pressing arrow down repeatedly, NVDA repeats rows per page list 5)

Expected Behaviour 🤔

As soon as you open the dropdown, you should be able to navigate the options using arrows while NVDA is running.

Steps to Reproduce 🕹

Steps:

1. Start NVDA
2. Go to https://material-ui.com/components/tables/ in chrome
3. Tab down to an example that has the ability to set rows per page (e.g. https://material-ui.com/components/tables/#sorting-amp-selecting)
4. Open the dropdown using space or enter
5. Press up or down arrow -> nothing happens

Context 🔦

We are building an advanced table extension for Qlik Sense, where we would like a consistent keyboard navigation solution. The a11y setup we support is NVDA in chrome on windows, so a different screen reader is not an option unfortunately.

Your Environment 🌎

Windows 10
Chrome Version 90.0.4430.93
NVDA version 2020.4