This issue has been brought up several times already by other forum members but without a satisfying solution. I'm putting it out there again as I think I have extra information that might be relevant to a solution.
Consider an editable Interactive Grid on a “normal” page. One of the columns has a popup LOV. When I open this LOV I can pick a value and it will close, putting focus back on the cell it was opened from. To me this is exactly what I need; the user can simple hit “tab” and move on to the next field in the row.
But when I change the page-mode of the exact same page to “modal dialog” the behaviour changes! Now when I open the LOV and pick a value the focus seems to be lost. Only when I “tab” several times it returns to the first accessible item on my page.
Using the browser-console I found out where the focus went to (using the command document.activeElement); it's an input element at the bottom of the grid which I think is used to store the value of the cell I'm editing. In the case of the screenshot the column “State Name” has a popup LOV and I picked a new value for the first row. The element that has focus after that is shown at the bottom of the grid:

I don't know why this is happening but I guess there is some kind of conflict between the popup LOV (which is also a kind of dialog) and the modal dialog page itself.
Does anybody have a solution for this, preferably within the “sandbox” of APEX that can be used easily. I would rather not have to add dynamic actions to every popup LOV column if there is a generic solution available ;-)