In the new portal there are several places where you get a list with a search field at the top. This search field has the initial keyboard focus. However - confusingly - if you click it it actually loses focus. Typing then acts as keyboard shortcuts for the Azure portal taking you to different pages and you lose what you had open.

After the initial list of items has loaded you can click the search field, but while it is loading it can't be selected. Tested in IE 11 + latest Chrome.

Examples where this can be seen:
https://portal.azure.com/#blade/MicrosoftAADIAM/UserManagementMenuBlade/All users/menuId/
https://portal.azure.com/#blade/MicrosoftAADIAM/StartboardApplicationsMenuBlade/AllApps/menuId/
Enterprise applications - All applications -> {App Name} -> Users and groups -> Add Assignment -> Users and groups