From Microsoft doc.
The KeyboardNavigation class is responsible for implementing default keyboard focus navigation when one of the navigation keys is pressed. The navigation keys are: TAB, SHIFT+TAB, CTRL+TAB, CTRL+SHIFT+TAB, UPARROW, DOWNARROW, LEFTARROW, and RIGHTARROW keys.
The navigation behavior of a navigation container can be changed by
setting the attached KeyboardNavigation properties TabNavigation,
ControlTabNavigation, and DirectionalNavigation. These properties are
of type KeyboardNavigationMode and the possible values are Continue,
Local, Contained, Cycle, Once, and None. The default value is
Continue, which means the element is not a navigation container.
The combobox itself is a navigation container. This means that when you press tab, the container for the PART_EditableTextBox has KeyBoardNavigationMode set to Continue by default (this means that the focus go directly to the first non container element). The click event instead work differenctly, since you are not pressing a keyboard key, this behaviour is overrided, and the event is launched in order by any element that WPF will find in the visual tree. This is done to ensure that you can handle this event to do operation on your control, before the focus reach the Textbox. Also, you have to consider that this is necessary, cause WPF can't know exactly what you are going to click. That's why he must raise the same event from each layer of the combobox in order (if you click on the expander the focus won't stop inside PART_EditableTextBox).
So in short, if you are going to press TAB, WPF by default know that the final element that will be focused is the Textbox inside the combobox, that's why it's not needed by the combobox itself to raise the event. On the other hand, if you click on the combobox, WPF need to check which element will be focused at last and if there are some operation that must be done before switching focus.
Regarding the Focusable property finally, this one for a control indicates whether the control can receive focus, which means that the control can receive keyboard input after the user clicks on the control. Focusable is normally set to true for controls that are designed to accept user input. The part that can receive the keyboard focus, is the Textbox. So if you set Focusable = false inside the combobox, the KeyboardNavigation class will place the focus on the Combobox, instead of Textbox, cause it can't apply it's default behaviour
