Bugzilla

You forget one thing. The Thunderbird main window in classic view is divided in several panes: 
Folder pane, Thread pane, Message pane and facultatively Today pane. 
The focus can be in any of these panes but not all at once. It depends in which pane who have clicked with your mouse pointer. 
On startup in the mail tab the focus will automatically be in the folder pane.
If the focus is in the folder pane and you switch to another application and then back to Thunderbird via the Dock icon, the focus will still be in the folder pane. So using the arrow keys to navigate in the message list won't work. You first have to switch the focus to the thread pane by a single left click in the thread pane.
Generally speaking: if you want to use the arrow keys to navigate in one of the panes, the pane must be in focus.

You forget one thing. The Thunderbird main window in classic view is divided in several panes: 
Folder pane, Thread pane, Message pane and facultatively Today pane. 
The focus can be in any of these panes but not all at the same time. It depends in which pane who have clicked with your mouse pointer. 
On TB startup in the mail tab the focus will automatically be in the folder pane.
If the focus is in the folder pane and you switch to another application and then back to Thunderbird via the Dock icon, the focus will still be in the folder pane. So using the arrow keys to navigate in the message list won't work. You first have to switch the focus to the thread pane by a single left click in the thread pane.
Generally speaking: if you want to use the arrow keys to navigate in one of the panes, the pane must be in focus.