When running a standalone build, focus navigation doesn't work on widgets within a world-space widget component. This may be fallout from
UE-62606, which parented the widget component's virtual window to the game viewport. It appears the bounding rectangle used by FindNextFocusableWidget is affected by the window's space on the desktop instead of being relative to the widget component.
There's no existing public thread on this issue, so head over toAnswerHub just mention UE-76307 in the post.