Improve keyboard navigation

[lorant-one]

Some components can only be navigated with tabs, some get tabindex unintentionally.
Some components doesn't work properly with the return key.

Affected components

Components using DropdownWrapper: multiple tabindex on the main element.
SegmentedControl: Missing arrow key navigation
UserMenu: Return doesn't trigget dropdown (focus ring shape is incorrect on element)

All components should be reviewed to ensure proper accessibility.

[lightyfr]

Also, Id like to see the Dialog close when clicked outside of the form if that's possible.