title: Pressing escape key closes the MatDialog instead of MatSelect options dropdown
body: <p>We are using <code>mat-select</code> on a <code>mat-dialog</code> popup. If we open the <code>mat-select</code> to select options and then press <kbd>Esc</kbd>, it closes the popup instead of <code>mat-select</code> options dropdown.</p>
  <p>We are on version <code>12.1.4</code> for <code>Angular / Cdk / Material</code>.</p>
  <p>Thanks in advance.</p>