Does anybody else think it's retarded that volume control keys do not work if you have a menu open in Ubuntu?

I'm sure people can claim there are good technical reasons for that (the toolkit has to grab the X server to implement popup menus, and then gnome-settings-daemon doesn't see the XF86VolumeUp/Down key events or whatever), but if you take a step back and look at this from the user's perspective, it makes no sense.