Opened option list of a mat-select within a mat-dialog only closes after dialog has disappeared

[wartab]

Bug, feature request, or proposal:

Bug

What is the expected behavior?

When closing the dialog, the option list of the mat-dialog within the dialog should disappear before or at the same time as the dialog.

What is the current behavior?

The option list disappears after the dialog has finished vanishing.

What are the steps to reproduce?

https://stackblitz.com/edit/angular-material2-issue-bbsbdh
Click the button. Open the mat-select and press Escape while the options list is opened.

What is the use-case or motivation for changing an existing behavior?

The sequence of actions is not logical and looks strange.

Which versions of Angular, Material, OS, TypeScript, browsers are affected?

Angular 5 & 6, Material 5 & 6, across all TS, browser, and OS.

Is there anything else we should know?

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