i demoed the plugin and had this issue as well and now i got the DUNE LE version and it's the same issue. sometimes or very fast a key on my keyboard gets stuck and i have to click outside the plugin window and reclick dune so it is normal again. using FL Studio 10 and had no issue like this with any other plugin so far. PC keyboard atm.
because of this issue i still am not convinced of dune cause i cannot check it out in depth......
edit:
just tried again, no luck this gets me mad, no fun at all this vst with such an annoying issue.