Linux Mint 20
Emacs 27.1
Install package: Consult, Vertico, Embark
Steps:
M-x shell Input
cat test. and press TAB
Open window *Completions* with possible candidates. Nice... but the cursor is not focus on this buffer. Cursor is still stay on shell buffer. So as result I need to press M-<arrow down> (windmove-down) to switch to window *Completions* and select desire candidate. 
It's not very convenient. Is it possible when press TAB to automate switch to window *Completions* ?

a TAB RET. I find that much faster than switching windows (although I do that too occasionally when I decide it would take too much typing - but I certainly don't want it done automatically).