Highlight Active Button in Yosemite

I usually work without using the mouse too much. In Mavericks the active button (the one that's pressed using the spacebar) had a nice blue outline. Any way to get that back?

In the screenshot below "Don't Save" is actually active and pressing space presses it. also Tab-Space presses the cancel button.

Old UI:

Solution 1:

This used to work in every application for me until I installed Yosemite. Now, It only works for certain applications. The way around this is to use the 'command + (first letter of the button text)' For example, if you want to choose "Don't Save" then 'command+d'.