If it makes you feel better (it makes me feel better) you can do this in Xaml using an attached property:
http://msdn.microsoft.com/en-us/library/system.windows.input.focusmanager.focusedelement.aspx
Anything you can do in codebehind you can do in Xaml if you know the tricks. Fortunately, you didn’t have to implement this trick – MS did it for you.