I've encountered this too, combined with an infuriating tendency to
bring a non-active window to the front!
Basically, the problem occurs if your last mouse click was in the model
tree, or somewhere other than the main graphics window. Make sure that
you always click in the graphics window before typing a mapkey.
I eventually convinced PTC Tech Support to recognise it (call 5001843),
and according to them (SPR 1182835) it's resolved in WF4.0 A260.