This has been a Great Mystery of Nuendo since at least v4. I forget if it precedes that. But, you’re absolutely right: it makes no sense at all.
And, in previous versions, when bringing my scoring sessions over to a studio’s Nuendo setup (Me on Mac at my place; PC at the scoring studio) I was NEVER able to transfer the key commands I’d saved to a thumb drive.
I think it’s a lost little back eddy of unfixed bugginess and/or bad technical writing in the manual.
Unless we’re doing something wrong, and somebody else has been able to work as described. Haven’t heard that from anybody, though…
Chewy