What I hate even more is when I press the Windows key and start typing an application's name into the Start menu textbox, and it misses the first two or three keypresses.
As a comparison point, gnome 3 does the right thing and buffers the input until it can handle it. On an old machine I usually have the full name typed out and enter pressed before any animation actually starts being displayed.
I think it somehow depends on whether the OS is installed on a spinning disk or an SSD. I know it's stupid but this is my theory based on observation. Would love for someone to verify it.
I'm sure a spinning disk would make it worse, but I do have an SSD (admittedly, a 2013 model and not the fastest). To answer the grandparent, build 15063 and I'm using the laptop keyboard.
I tried a few times and I can consistently make Windows miss at least the first keypress if I haven't opened the Start menu in a few minutes.