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Without a link to the site, I can’t say for sure, but it sounds like your site may be using a scripted “smooth scroll” library. Those frequently capture in-page links and break them by only moving the visual position and not changing the focus point, which has the effect you’re talking about. It’s particularly unfortunate because, in modern browsers, all that’s required to have a smooth scroll is one line of CSS:

html { scroll-behavior: smooth; }

I’ll need to see the site to be more detailed, however.

I haven’t been able to load your website; it just times out. Let me know if there’s something more I need to know to be able to look at this!

It’s definitely using scripting to implement smooth scroll. The evidence is in the behavior: if that was a normal, browser-controlled link, then the focus would move. The fact that it’s scrolling to a position without moving focus is the evidence.

It wasn’t totally obvious to me what’s implementing it; but I’d gamble it’s the theme.