First JMenuItem not getting selected by default in JMenu's popup

First JMenuItem not getting selected by default in JMenu popup when using keyboard in Windows Look And Feel.
Steps to reproduce.
1) Run the attached code.
2) Press ALT key, it will select the menu "Test 1".
3) Now hit ENTER key, It will open popup menu of "Test 1" but none of its JMenuItem are selected by default.
4) Now open any native application say Windows notepad.
5) Press ALT key, It will select File menu.
6) Now hit ENTER key, and File menu's popup is displayed and its first menu item(i.e New) is selected by default i.e "New" Menu item shows with blue background.