As soon as you click inside the plot area of a graphics device window, shortcuts stop working. If the window is attached to the main window, it also cannot be activated by clicking.
Found on X11, not tested on Windows, so far.
Click events appear to be entirely lost at the level of Qt. Not tested, whether events can still be found at the X11 level.
See also this description of the same problem: http://lists.trolltech.com/qt-interest/2006-08/thread00505-0.html