This hotkey doesn't work for me and Support can't reproduce it.
It works at object level, just key a sphere, ctrl+shift+K and they key should be removed.
However, when in the python mode for a kinefx rigged model (you can try the Fur Dude or your own) nothing happens, despite the message that appears at viewport bottom.
I'm trying to figure if the problem is with my prefs or something or it's indeed a bug.

Please reply back with additional details. I only managed to reproduce when inside the Rig Pose SOP's viewport state and mouse is inside the viewport. The easiest KineFX test model these days is actually using Test Geometry Capybara.

Hey Edward. You reproduced it perfectly as far as I'm concerned. Good to know about the capybara.
BTW, the same with the apex toucan model for me.
And the same with the volatile 'S' selection, but that was reproduced by Support. Weird that no one filed bugs for these two so far.

edit - bug #139737