Keyboard accessibility: if menu can be operated with keyboard should it still retain tabbing functionality?

I’m trying to create an accessible menu that can be operated with the arrows, as described here:

https://www.w3.org/TR/wai-aria-practices-1.1/examples/menubar/menubar-1/menubar-1.html

In the example once user has tabbed to menu, next tab moves him out of the menu. In other words user can't tab within the menu itself, only use arrows.

How widespread / discoverable is that? Or should menu retain “tabbing” functionality?