Forgot to say. I've tested it in Unity 2021.3.13f1

This doesn't work for me. Also the work-around doesn't work:

var newField = _dataLineTemplate.Instantiate();
var textField = newField.Q<TextField>("value");
textField.RegisterCallback<KeyDownEvent>(evt =>
{
if (evt.keyCode == KeyCode.Return)
AddDataItem(newField.Q<TextField>("value").value);
});

_dataFoldout.Add(newField);

//Set Focus workaround: query the input within the text field
textField.Q("unity-text-input").Focus();

try this:
textField[0].Focus();

This is also occurring for us. The only workaround that has worked for me so far is to synthesize MouseDown and MouseUp events onto the field.