the same way gtk3 3.20 does with gtk_grab_add, so on gtk_menu_shell_deselect
the keyboard focus doesn't remain in the menubar.

bisecting gtk itself I find...

commit 5cbbb90e311d95192d1b68ba89c3190cdb652868
Author: Carlos Garnacho <carlosg@gnome.org>
Date:   Thu Nov 26 19:54:31 2015 +0100

    GtkCellRendererAccel: Use gdk_seat_grab()

    https://bugzilla.gnome.org/show_bug.cgi?id=759309

is the commit that makes it do what I want, so add an extra
gtk_grab_add/gtk_grab_remove around our entry and exit of the menubar

Change-Id: I5bf09834b4e1a14d30403208d03b3abd28a382a8