I would like to have the key commands trigger commands they are assigned to regardless of what window is in focus.
The reason for this is that
a) there is only one set of key commands anyway. It would have been different if there was one set of commands for each window, but since there’s only one the conclusion I draw is that the reason it behaves the way it does is technical.
b) as has been discussed since the introduction of version 7 the switching between windows is very inconvenient. If I am in one window, open another, close that window, I might end up in a different window compared to the one I started in. This makes it harder to predict and keep track of where one is which is necessary to do before triggering the command. This also applies when switching between applications.