Here is a suggestion for a "fix" for that uncool behavior...
On Tab key up, if the select is focussed, save the value. Submit the form only if the value has changed between the focus and the blur event.
$(document).ready(function() {
  let selectVal
  
  $(document).on("keyup", function(e){
    if(e.key==="Tab" && $("#onblur").is(":focus")){
      selectVal = $("#onblur").val()
      console.log("val setted")
    }
  })
  $("#onblur").blur(function() {
    if (selectVal !== $(this).val()) {
      $("#form").submit();
    }else{
      console.log("Value was not changed")
    }
  });
});
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js"></script>
<form id="form">
  <label for="onblur">onblur</label>
  <select name="onblur" id="onblur">
    <option value="aa" selected="selected">AA</option>
    <option value="bb">BB</option>
    <option value="cc">CC</option>
    <option value="dd">DD</option>
    <option value="ee">EE</option>
    <option value="ff">FF</option>
  </select>
  <hr>
  <input type="submit" value="submit">
</form>
 
 
For many selects... Here is the variant using the .onblur class.
$(document).ready(function() {
  let selects = $(".onblur")
  let selectVal
  
  $(document).on("keyup", function(e){
    if(e.key==="Tab" && selects.is(":focus")){
      selectVal = $(".onblur:focus").val()
      console.log("val setted")
    }
  })
  selects.blur(function() {
    if (selectVal !== $(this).val()) {
      $("#form").submit();
    }else{
      console.log("Value was not changed")
    }
  });
});
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js"></script>
<form id="form">
  
  <label for="onblur1">onblur1</label>
  <select name="onblur1" id="onblur1" class="onblur">
    <option value="aa" selected="selected">AA</option>
    <option value="bb">BB</option>
    <option value="cc">CC</option>
    <option value="dd">DD</option>
    <option value="ee">EE</option>
    <option value="ff">FF</option>
  </select>
  <hr>
  <label for="onblur2">onblur2</label>
  <select name="onblur2" id="onblur2" class="onblur">
    <option value="aa" selected="selected">EE</option>
    <option value="bb">FF</option>
    <option value="cc">GG</option>
    <option value="dd">HH</option>
    <option value="ee">II</option>
    <option value="ff">JJ</option>
  </select>
  <hr>
  <label for="onblur3">onblur3</label>
  <select name="onblur3" id="onblur3" class="onblur">
    <option value="aa" selected="selected">KK</option>
    <option value="bb">LL</option>
    <option value="cc">MM</option>
    <option value="dd">NN</option>
    <option value="ee">OO</option>
    <option value="ff">PP</option>
  </select>
  <hr>
  <input type="submit" value="submit">
</form>
 
 
Using a data atribute, as you suggested in comments, may be even better! ;)
$(document).ready(function() {
  let selects = $(".onblur")
  
  // Set a data attribute for each select
  selects.each(function(){
    $(this).data("selected", $(this).val())
  })
  
  // On blur, compare the value with the data attribute
  selects.blur(function() {
    if ($(this).data("selected") !== $(this).val()) {
      $("#form").submit();
    }
  });
});
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js"></script>
<form id="form">
  
  <label for="onblur1">onblur1</label>
  <select name="onblur1" id="onblur1" class="onblur">
    <option value="aa" selected="selected">AA</option>
    <option value="bb">BB</option>
    <option value="cc">CC</option>
    <option value="dd">DD</option>
    <option value="ee">EE</option>
    <option value="ff">FF</option>
  </select>
  <hr>
  <label for="onblur2">onblur2</label>
  <select name="onblur2" id="onblur2" class="onblur">
    <option value="aa" selected="selected">EE</option>
    <option value="bb">FF</option>
    <option value="cc">GG</option>
    <option value="dd">HH</option>
    <option value="ee">II</option>
    <option value="ff">JJ</option>
  </select>
  <hr>
  <label for="onblur3">onblur3</label>
  <select name="onblur3" id="onblur3" class="onblur">
    <option value="aa" selected="selected">KK</option>
    <option value="bb">LL</option>
    <option value="cc">MM</option>
    <option value="dd">NN</option>
    <option value="ee">OO</option>
    <option value="ff">PP</option>
  </select>
  <hr>
  <input type="submit" value="submit">
</form>