On a device without a keyboard or other control method, the Focus does not leave the EditText when you press the button. That is the expected behaviour See the section on TouchMode on this page:
http://developer.android.com/reference/android/view/View.html.
If it is important to you, it is possible to set the button to accept the focus in touch mode using JavaObject
Dim JO As JavaObject = Button1
JO.RunMethod("setFocusableInTouchMode",Array(True))
The button will then be highlighted (Focused) when you leave the EditText and the EditText Focus changed event will fire.