This is the expected default behavior for the RadSlider in order to prevent the Slider from compleatelly ignoring the tab key you could use those two approaches:
-If you want to avoid focusing the Slider in WPF you could set KeyboardNavigation.TabNavigation =None.
-If you want to avoid focusing the Slider in SL you could make custom styles setting the Increase/Decrease handles and the thumb IsTabStop property, by changing "IncreaseHandleStyle", "DecreaseHandleStyle", "ThumbStyle", "SelectionMiddleThumbStyle" styles.
I hope this information helps.
the Telerik team