Consider an entity with two fields, Field A and Field B on a form.
The fields are laid out so that after tabbing from Field A focus moves to Field B.
There is an OnChange event for Field A that changes the value of Field B. However, the event fails to set the value of Field B. If instead, the OnChange event is fired by modifying the value of Field A and then clicking elsewhere on the form rather than pressing tab, the event does set the value of Field B.
Similarly if the OnChange event explicitly sets focus to another field than Field B before attempting to set its value the change succeeds.
Field A in my test was a lookup field. I have not tested with other field types.
I think this is a bug.
Tested with CRM On-Premise with Update 0.1
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