The program contains a screen with a grid inside a frame. When tabbin to the grid the first time the screen comes up, the grid control doesn't get focus. After clicking on the grid, then trying to tab to it again, it succeeds.
The CURSOR-X and CURSOR-Y properties were set to COBOL variables, whose initial values are both 0. If X is set to 1 and Y to 2 (since there is a header row) when the program first starts, it works as desired (the grid receives focus).
Since the COBOL program controls the values of CURSOR-X and CURSOR-Y, the runtime can't do anything reasonable with default values.