fix multiselect dropdown with components as labels

[AnnMarieW]

closes #3642

This PR fixes the error in the second image below. In the sample app, it initially renders correctly, But after changing the selections it does not render correctly (in this case the yellow is deselected).

---

Updated:

---

from dash import Dash, dcc, html

app = Dash()
app.layout = html.Div([
    dcc.Dropdown(
        options=[
            {
                "label":html.Span("red"),
                "value": "red",
            },
            {
                "label":  html.Span("yellow"),
                "value": "yellow",
            },
            {
                "label":html.Span("blue"),
                "value": "blue",
            },
        ],
        value=['red','yellow','blue'],
        id='components-label-dropdown', multi=True
    ),
])


if __name__ == '__main__':
    app.run(debug=True)

[AnnMarieW]

Hi @KoolADE85
This fix break the feature of keeping the focus in the options after a selection. This test now fails: tests/integration/dropdown/test_a11y.py:205 test_a11y006_multi_select_keyboard_focus_retention

Any ideas how to fix it?