SUMMARY
When using filter or search, there's no indicator that Enter is necessary to switch focus to the directory view, unlike with browsers, krunner, kickoff and okular.
Unlike these, however, the ability to navigate through typed text in the search and filter fields seems to be desirable, considering the powerful nature of Dolphin search.

Ctrl+Tab also works, but is actually more inexpected. It's typically used for switching tabs on browsers, and Dolphin itself uses it for switching tabs created with Ctrl+T.

Shift+Tab eventually transfers focus to the directory view, but it requires too many presses, 3.

Tab is typically expected to switch focus to other elements in typical keyboard-centered workflows, but is currently afflicted by https://bugs.kde.org/show_bug.cgi?id=407213

SUGGESTION 
When filter or search is highlighted, aside from Enter and Ctrl+Tab, add Tab as a key that immediately transfers focus to directory view.