Since I’m not sure if this is a bug or a feature: Using the tab key it is not possible to focus through the MenuBarItems. Using the tab key the first MenuBarItem gets the focus. Pressing tab again the focus leaves the MenuBar instead of walking through the items.
In the SideNav with the tab key one can walk through all SideNavItems which have the path attribute set. In my case I have an item for signing out which has no path but an onClick handler which is not reachable by the tab key.
Yes, it’s intended. Menu bar is using roving tabindex. Sidebar on the other hand is a list of anchors which is not intended to be used with roving by default. You can get more information about it in the WCAG requirements for accessibility of web application.