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I made a test with your code sample in IE 11. I find that after clicking on dropdown. list is displayed and while scrolling or after scrolling focus is still on the input. you can see that I can type in it which means it has the focus.
If you are talking about the flickering of the cursor in input than it looks like a bug.
If you are using any older version than it is advisable to use IE 11.
Source:stackexchange.com