By default not all html elements could be focused using Tab button and "div" is on of them. Since the RadListBox is rendered as a div, it needs a TabIndex specified in order to be focus. This is just a limitation from the browsers, it's not a problem related to the RadListBox itself.
If you want to make a logical sequence in which your elements to be focused you have to use the TabIndex. This is the default application for this property.
the Telerik team