bug(MatSelect): Wrong handling of the esc key

[diegomaninetti]

Reproduction

https://stackblitz.com/angular/vrvyeayapjx

Steps to reproduce:

1. Open the first select "Favourite Food" with mouse or with enter key.
2. Highlight an option (eg.: "Pizza") using the up/down key.
3. Hit "escape" key. No value is selected.
4. Focus out with "tab" key
5. "Pizza" is now selected.

Expected Behavior

No value is selected.

Actual Behavior

"Pizza" is selected.

Environment

• Angular: 9.0.6
• CDK/Material: 9.1.2
• Browser(s): Chrome 80.0.3987.132 64bit
• Operating System (e.g. Windows, macOS, Ubuntu): Windows 10.

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