However, I would like to point out that the example is not entirely correct: In a grid, you do not navigate with Tab key, but with the arrow keys. It would be necessary to check whether the problem also occurs with arrow key navigation (see https://www.w3.org/TR/wai-aria-practices-1.2/#grid)
The problem does not occur if role=table is used instead of role=grid.
The problem also does not occur with role=grid when navigating through the table with the virtual cursor (with Ctrl+Alt+Arrow keys).
However, I would like to point out that the example is not entirely correct: In a grid, you do not navigate with Tab key, but with the arrow keys. It would be necessary to check whether the problem also occurs with arrow key navigation (see https://www.w3.org/TR/wai-aria-practices-1.2/#grid)
Internally where I work the issue also appears when I use the arrow keys to navigate the grid. I can't paste our internal code to a third party site, but if it is necessary to solve the issue I can add arrow key navigation support to my grid example. Let me know if I should do this.
Summary