[Select] Menu does not focus without empty option

[ryanburr]

When there is not an empty option in the Select component and the select currently does not have a value, opening the menu (via mouse or keyboard) does not focus the menu at all, which results in the Up/Down arrow keys being useless.

• This is not a v0.x issue.
• I have searched the issues of this repository and believe that this is not a duplicate.

Expected Behavior 🤔

I expect the up and down arrows to be usable after opening the menu when there is not an empty option and the component does not have a value.

Current Behavior 😯

I am not able to navigate through the select option via the up/down keys when the menu does not have an empty option and the component does not have a value.

Steps to Reproduce 🕹

• Code Sandbox (taken from the demo pages)

Context 🔦

To keep the Select component fully accessible via keyboard.

Your Environment 🌎

Tech	Version
Material-UI	v4.1.1
React	v16.9.0
Browser	any

[ryanburr]

Duplicate of #15973