Menus items should close on focus out (both at desktop and mobile)

This is a followup from 📌 Recreate main menu Active

Currently the menus can obscure focused controls, which is a WCAG violation (2.4.7).

At desktop, for search, user menu, get started menu, and subitems: On focus out, items should close.

At mobile, we have a choice between creating a focus trap, or closing the flyout menu on focus out. This is closely related to 🐛 Mobile menu should have overlay when open Postponed