Oh actually, it’s not the same problem at all, and I can reproduce the issue. Thanks for the report!
The best solution for now is, after step 3, press Alt+0, the arrow keys will then work again. The Alt-0 command does set the keyboard focus on the score.
No, this problem will affect only Windows due to the different way push buttons surrender their focus. It might be that if you have ‘Full Keyboard Access’ enabled on the Shortcuts page of the Keyboard pane in System Preferences, it could occur on Mac too, but I don’t think so.
Similar but not identical: on a Mac if I’m entering a series of triplets and go back a note with the cursor key (for a correction), once I finish the triplet I’m on, the triplet function gets turned off, rather than persisting as expected. I think this is a little bug.