Interesting… I tested this with a few other keys just to be sure it wasn’t something due to the Shift key being a modifier-key, and I get the same results. It sure seems like this should work, so I would call it a bug. Maybe some buffer isn’t getting cleared? I think I’ll report this to Axure.
Here is a workaround. It has been the way I use key+click combos in the past, and I confirmed it works in current version of RP 10. It also works with key combinations, like Shift+Ctrl+A, and you can include additional cases to support other key+“interaction event” features, like holding Ctrl key and dragging something.
For the page (no widgets selected),

…this example uses the default OnLoadVariable, but you can use any global variable, text value of any widget, hidden or shown, selection state of a widget, etc.
Then, for your widget,
