Ok, I guess I misunderstood the description of the feature in the release notes and the commit.

It is a new feature in 3.2 so It has not worked like this before because it was not in Blender before.

Maybe I am misunderstanding how this feature is supposed to work.

I just tried it with the current master (Hash: b5f3f8ef1d52) and the bug is gone. :D

Ah, yes, that way it works. It is inconsistent, though. In other drop downs it works no matter where the cursor is.
For example if you change from Cycles to EEVEE in the drop down in the properties panel you can press "C" or "E" even if you are not inside the drop down.

No, i don't think so.
I have noticed that the console states something like "Blender has quit" (sorry I forgot the exact wording) and that things appear to stay in Video RAM.
Once I force close the window the Video RAM is free again.
I also noticed that you can not close the console with the little X icon in the top right corner. The X icon is grayed out. You have to close it from the task bar.

Here it happens in "link mode" and also in "Append (Reuse Data)" Mode. Not in "Append" mode, though.

I think one main problem is the placement. IMO it is not very discoverable if it is at the end of the page right after the copyright link.
A tooltip is great if you get people interested so that they hover over the link long enough.

There are other areas where shortcuts do not affect what is selected or active. For example in edit mesh mode "select linked" - Shortcut "L".
If you hover over a mesh island and press "L" the island is selected while the active or selected part of the mesh is not selected.
IMO having hover shortcuts like these is very useful and not inconsistent with the UI.

The same is true in compositor and shading editor for changing the color in an rgb node, when moving color stops in color ramp nodes and changing curves in RGB curves and Vector curve nodes.
I think it is pretty much every value that is not a just a number.

Thank you so much for this. Dragging borders on a 4K monitor was absurd.