Focus out is not reflected on select's arrow

[RandomNonameDude]

Reproduction

The issue can be reproduced in Material documentation right away.

Steps to reproduce:

1. Open options list and select an item
2. Focus out (click somewhere outside the select)
3. Look at the select's arrow. It still has the focus color.

Expected Behavior

The arrow should change the color after focusing out same as the underline or placeholder.

Actual Behavior

The arrow still has the focus color after focusing out.

Environment

• Angular: 8.1.0
• CDK/Material: 8.0.2
• Browser(s): Safari/Mac, Safari/iPad
• Operating System (e.g. Windows, macOS, Ubuntu): iOS

[crisbeto]

Should be fixed by #15281.

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