When navigating a combo box list with the stick or keyboard, once the highlight reaches the first list element it is pressed up, it will exit (and close) the list. Also once the highlight reaches the last list element and is pressed down, it will also exit (and close) the list.
That should not happen, it should just stay at the first or last element (The navigation should be trapped in the list until you close it or select an element). Or at least there should be an option to trap the navigation inside the list.