Plausibly it tests out that people who expect the arrow keys / space to scroll the page get more annoyed by having to click out of a search box than people who want to search right away get annoyed by having to click into a search box.
You wouldn't want to capture the space key because you'll need that in search queries but the arrow keys sound like an idea for those interested in accommodating both cases.
Good point but I think it's now coming to a point where confusion might come into play. It's a balance between inconveniencing someone with auto focus and confusing someone else.