[Dialog] Focus lost when opening a dialog from a menu using the keyboard

Duplicates

• I have searched the existing issues

Latest version

• I have tested the latest version

Current behavior 😯

Using a keyboard, opening up a dialog from the menu and then closing it , the focus returns to the top of the page and doesn't remain on the menu

Expected behavior 🤔

Using a keyboard, opening up a dialog from the menu and then close it, the focus remains on the menu

Steps to reproduce 🕹

Steps:

1. User goes to https://codesandbox.io/s/gifted-phoebe-lsk3m6?file=/src/Test.js in Chrome, Firefox or Edge
2. Using a keyboard only, open up the dialog from the menu and then close it
3. Observe now where the focus is

Context 🔦

This fails accessibility as the user's focus returns to the top of the page

Your environment 🌎

System:
@emotion/styled: ^11.6.0 => 11.6.0
@mui/base: 5.0.0-alpha.59
@mui/icons-material: ^5.2.1 => 5.2.1
@mui/lab: ^5.0.0-alpha.59 => 5.0.0-alpha.59
@mui/material: ^5.2.3 => 5.2.3
@mui/private-theming: 5.2.3
@mui/styled-engine: 5.2.0
@mui/system: 5.2.3
@mui/types: 7.1.0
@mui/utils: 5.2.3
@types/react: 16.9.51
react: ^17.0.2 => 17.0.2
react-dom: ^17.0.2 => 17.0.2

Start with the CodeSandbox reproduction at https://codesandbox.io/s/gifted-phoebe-lsk3m6?file=/src/Test.js and reproduce the dialog flow using only the keyboard in Chrome, Firefox, or Edge. Trace the menu and dialog focus behavior; done means closing the dialog returns focus to the menu rather than the top of the page.