Holding a key to move while closing in-game interfaces doesn't allow you to move

STR:

Open an in-game interface like a chest, inventory or 'pause' screen

Hold a key to go in a direction (for example, W to go forwards)

Then close the in-game interface

Actual behaviour:

You won't move in that direction.

Expected behaviour: 

While in Minecraft Java Edition you will walk in the direction you were holding the key to.

Notes:

I don't know if this is intentional