JOptionPane's focus traversal in RIGHT_TO_LEFT orientation does not traverse in that manner. The following program demonstrates this. Further, a bug was filed in the past regarding this problem, but the problem didn't seemed to be fixed unless the fix was specific to a particular locale platform in order for the fix to work. See bug# 4419914. Tried the sample program in this bug on the build which was stated to have the fix in it and bug is still present.

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import javax.swing.*;
import java.awt.*;

public class SimpleTest extends JFrame {

    private JOptionPane pane;

    public static void main(String[] args) {
        new SimpleTest();
    }

    public SimpleTest() {
        this.applyComponentOrientation(ComponentOrientation.RIGHT_TO_LEFT);

/* pane = new JOptionPane();
        pane.applyComponentOrientation(ComponentOrientation.RIGHT_TO_LEFT);
        pane.showConfirmDialog(this, "Yo"); */
        JOptionPane.showConfirmDialog(this, "Hello");

        setSize(200, 200);
        show();
    }
}

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