This is another annoying behavior that's been around since version 1.x and I never reported.
Whenever I leave a comment in my own blog, after writing the comment, I press the Tab key to switch the focus to the "Send comment" button, but... wait... where's the focus? Answer: anywhere else.
This is not exactly a bug, just an inconvenience, but it's disorienting for the commenter, because the comment even gets out of view when the focus is switched to another part of the screen.
I never experienced this problem because I don't use tab to move from field to field, but you're right. Tabbing from the textarea for comments SHOULD take you to the next appropriate field, which would naturally be the "submit" button.
Then again there might be a plugin that serves as an antispam feature that MIGHT be the next appropriate field. Even so, the default mechanism should be the next obvious selection.
I would call this either a "minor bug" or a "feature request". OTOH since it bugs you it's a bug eh?