Key Shortcuts not working in Full Screen Mode?

So the following (Windows shortcuts) don't work when in full screen mode, but, they do work in Windowed mode:

Open Preferences: ALT+F, followed by P

Open Controller Manager: ALT+F, followed by C

Open Audio Setup: ALT+F, followed by A

Kinda makes sense, since the menu bar is hidden...

Can anyone confirm that this is software issue, and not a user/fat finger issue???