General

The macOS System preference for Use keyboard navigation to move focus between controls is unchecked by default. That means Mac only allows tabbing between text fields and pop-up menus by default. See also Mac accessibility shortcuts.

To enable the TAB key to move through all interactive controls in web pages, including links, you have to go to:

1. System Preferences
2. Keyboard
3. Shortcuts

and check the box for Use keyboard navigation to move focus between controls.

In Safari there is an option Press Tab to highlight each option on a web page by default unchecked that overrides the System preference at Safari:

1. Safari Preferences
2. Advanced
3. Press Tab to highlight each option on a web page

When not checked, Safari can highlight additional items on web pages by holding Option when hitting the Tab key. When the preference in Safari is checked, the Option key is then reversed and used to limit highlighting to just text boxes and pop-up menus.