Per migration documentation in 4d8d8bd:

• Rebuilt dropdown styles and markup to provide easy, built-in support for <a> and <button> based dropdown items.
• Dropdown items now require .dropdown-item.

Per #19034 (comment) role="menu" should have been dropped.

This PR:

• Remove the dependency to role="menu" or role="listbox" and rely on the class dropdown-menu instead
• Remove the dependency to the a element for the dropdown-item and rely on the class dropdown-item instead
• Remove the necessity to wrap dropdown-item in li elements

All this problems affected only the keyboard navigation in the dropdown.
With this modification the javascript now matches the markup in the documentation.
The keyboard navigation works again now in dropdowns.