C# Winforms Checkbox not indicating focus

If a checkbox is the first control in the tab order (0) it does not indicate it has focus when the form is displayed. It does, indeed, have focus which you can demonstrate by hitting the spacebar to check/uncheck the control. If you tab then shift-tab to return to the checkbox, the label is outlined to indicate focus. Easily testable by creating a new form with a checkbox, textbox, and button controls. Tab order set to that order. Launch form. There will be no indication that the checkbox has focus. Tab though controls and when you return to the textbox, it will be outlined.

How does one make the checkbox appear to have focus when the form is launched?