Navigation with arrow keys is incorrect with JAWS

[swatchcr]

When you try to navigate through the sub-menu with the keyboard when the sub-menu has a list of links and you press Up/Down keys JAWS will read the link text but the focus will stay on the last element selected with the tab key and if you press the tab key again the focus will move to the element after the last one JAWS read with the arrow keys.

Using the live example http://adobe-accessibility.github.io/Accessible-Mega-Menu/

1. Navigate to Operable -> "2.1.1 Keyboard" with the tab key. All will be read normally.
2. Use Down arrow key and JAWS will read the next element but the focus will remain on "2.1.1 Keyboard"

Thanks,