Hum, I waited some days before posting this, because it was at the beginning just a diffuse feeling, but now I am quite sure it is a "real issue".
At the moment I am starting my day at work, so I would give only two example :
1) In the "settings" menu, or in the "host a new campaign" lobby, 'ESCAPE' should work
2) In game, when you prompt the "Build" menu ('B') or the "Research" menu, I would like to be able to navigate from tab to tab (ECON, STAR, SUPP, TUR...) with keyboard with, for instance using 'TAB'/'SHIFT TAB', or 'RIGHT ARROW'/'LEFT ARROW' (perhaps already possible, but how ?)