On my Linux system (Linux Mint, XFCE edition), the window that appears after clicking the Save icon (to save a modified preset) does have keyboard focus (I can begin to type a name immediately; however, when using the "Save as ..." entry in the drop-down menu for the velocity curves, my experience is the same as yours: the window that appears does not have keyboard focus, and I must click or double-click within the "Preset name" editable field before supplying a name.

After clicking "Save As" for a preset or velocity curve, the pop up dialog box appears with a highlighted suggested name but has no keyboard focus. As you start typing a name for the preset to save a keyboard shortcut is triggered instead; eg, hitting 'r' triggers 'Randomize parameters' - a most undesireable outcome.

This does not happen consistently and I have not been able to determine when it does and when it does not: sometimes the Save As dialog receives keyboard focus and sometimes it needs a mouse click before commencing typing.