I would be inclined that the problem is just one of those "windows issues". I see a similar sluggish response using the Camsoft gui, when using its built in graphic joystick for jogging.
Clicking an image on the screen is not really the same sort of "I/O event" as hardware buttons, because it requires interpretation from software as to the significance of where the cursor was when clicked. I think Windows just ignores some of these events if it is busy.
I've also had issues between cad software and certain keyboard hotkey combinations, which also amounts to an interpretation of what the hardware has sent. The polling rate for keyboard might be lower than mouse, I'm not sure, but I had better luck reprogramming extra buttons on the mouse (for two button action) to replace certain oft-used keyboard hotkeys.
Direct hardware buttons are better, if that can be arranged within your program gui.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)