I'm running Select2 4.0.13 with jQuery 3.6.0 and the search box does not auto-focus when opening select2. I believe this is caused by the "fix" in jQuery 3.6.0 related to triggering a focus event within another focus event.

See the release notes for details: http://blog.jquery.com/2021/03/02/jquery-3-6-0-released/

Update: This issue has been fixed in jQuery 3.7.