wx.EVT_SET_FOCUS and wx.EVT_LEFT_DOWN not fired with wx.Choice (wxPython 4.2.0)

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I see @RichardT has got here before me with that link, backed up by EVT_SET_FOCUS and EVT_KILL_FOCUS not working on wx.Choice in wx 3.0 on this very platform.

Best use a wx.ComboBox instead.