A user noticed that he tended to press Esc to move the focus
out of the table header and back into the table. Talking about
this, we realized that he was probably doing this because putting
the focus in the table header felt like entering a mode.

The reason it feels like a mode is probably because the table
header isn't part of the focus traversal cycle. Also, the table
still seems like it has the focus since the selection doesn't
dim when the focus is lost.

Whatever the cause, it seems reasonable to let Esc transfer
the focus back to the table.