We reproduced this behavior at our side. We will do our best to fix it for one of our future releases. There is an easy workaround for it. If you get the TextBox part of the RadNumericUpDown and call MoveFocus to it this will work as expected.
var numericUpDown = (RadNumericUpDown)sender;
var textBox = numericUpDown.ChildrenOfType<TextBox>().FirstOrDefault();
We don't usually recommend using ChildrenOfType extension method, but at this case you can call it only once into the RadNumericUpDown's Loaded event and store the found TextBox into a variable. This way the workaround will not affect the performance of your application.
the Telerik team