title: Pressing tab key closes Material UI Dialog that is opened from a submenu
body: <p>I need to create a menubar with a number of menus that have submenus. When I open a dialog from a top level menu item, everything works as desired/expected. BUT when I open a dialog from a submenu, pressing the tab key closes the dialog.</p>
  
  <p>I've tried several different ways of implementing the nested menus and settled on the approach discussed here: <a href="https://github.com/mui-org/material-ui/issues/11723" rel="nofollow noreferrer">https://github.com/mui-org/material-ui/issues/11723</a></p>
  
  <p>I've created sample code to demonstrate the problem here:
  <a href="https://codesandbox.io/s/loving-heisenberg-rvwwb" rel="nofollow noreferrer">https://codesandbox.io/s/loving-heisenberg-rvwwb</a>
  You'll see this is forked from the submenu example I found on GitHub. There were a few things I changed because I wasn't sure how to add the opening of a dialog from that example, so I'm not sure the way I did it is correct.</p>