You press right arrow to go there.
It seems odd that you would CLICK the menu and then use the keyboard. Firefox has 2 versions, the 'mouse' version is slightly cut down.
Try opening the menu with:
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Keyboard (press Alt, then F).
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Mouse (you can press Alt, then CLICK the F)
This is something I rarely use keyboard for, TBH. I use mouse gestures.
I close a tab by drawing an 'L' and can re-open a tab by drawing an 'L' in reverse (bottom to top).
A window by doing 'X' and re-opening a window with an 'L' in reverse but coming down again from the vertical.
I must say, I find gestures (i.e. drawing shapes) much easier to remember - I use ten times more gestures than I remember keyboard shortcuts.
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When I started, Netscape was wonderful. I loved the toolbars with the 'drag' bars which you could click to collapse... so much better than IE.
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When I moved to Thailand, internet shops started up - using Windows 98 for a while there.
Opera browser and Firefox were really good viable options. Opera had super smooth mouse gestures and was better for a while - but in the long run Firefox was more reliable.
Chrome took over for a number of years, but Firefox later became my 'default' (though still not most-used) browser.
About 5 years ago when I moved over to Manjaro KDE, I liked their theming for Firefox (I dropped it now, but still...) and just found very very few reasons to fire up another browser.
KDE with X11 desktop has mouse gestures built in, so it no longer matters in that regard if I use Firefox, or anything else (even text editors) because many shortcuts are now almost consistent across all softwares... I can close, reopen and navigate tabs in Dolphin file browser the same as with Firefox.