The behaviour is due to GTK and not really a bug. Upstream considers workaround it for the panel as pointed by http://bugzilla.gnome.org/show_bug.cgi?id=144907 though
** Changed in: gnome-panel (Ubuntu)
Importance: Medium => Wishlist
Assignee: (unassigned) => Ubuntu Desktop Bugs
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[Dapper] Print Screen Key does not work with menus
https://launchpad.net/bugs/45214
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