In fact it turns out that I was mistaken: after discussion with Paul, who implemented this feature, this is working as intended. It’s not obvious from the user interface (and is almost certainly not currently documented as such either, though I’ve not checked – I will ask Lillie to check in due course), but the intention is actually a little different.
The idea is that you can indeed use chords as shortcuts, but you would not use one of the notes in those chords as a single shortcut on its own.
Imagine that you wanted to define triggers for, say, changing window mode, and also for transport operations, and you want to define them as separate sets. Each shortcut can then use two keys, for example. You could think of C1 as the key that identifies the “change window mode” set of shortcuts, so you would hold C1 and then hit e.g. D1 for Setup mode, E1 for Write mode, F1 for Engrave mode, and so on. Similarly, you could think of D1 as the key that identifies the transport shortcuts, so you would hold D1 and then hit E1 to start playback, F1 to stop playback, G1 to rewind to the start of the flow, or whatever.
So C1+D1, C1+E1, C1+F1 would all be shortcuts, as would D1+E1, D1+F1, D1+G1. Therefore when you play any of those individual keys, Dorico is waiting for you to play another key along with it, so it can work out which command you mean.
As such, you should not define any individual note that is part of a chord trigger as an individual trigger.
I hope I have expressed that sufficiently clearly.