So that if there is a link, for example, you could press the key and then
[ENTER] to follow it.
The emphasis is on "highlighted", not just tabbing around a page. Probably not a real technical feasibility unless said item is actually "focusable".
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TAB key is something you might want to look into. You can use it to navigate UIs in the entire system (Windows at least, don't know about other operating systems).
In Google search, once you get to the results page, hitting
TAB will make a little window saying "Skip to main content". You can press
ENTER, and it will bring you to the first result. After that, you can continue navigating by continuing to press
TAB. This will bring you to a couple of thinks related to the result, and will then move on to the next result.
Image of "Skip to main content" in Google (cannot embed posts :( )