Presumably this is because of the age old X Windows shenanigans of context windows having a lock on the screen semaphore, preventing the screen from being locked. Given Bug https://bugs.kde.org/show_bug.cgi?id=284357, the desktop context menu probably should not refer to a keyboard shortcut known not to work from a context menu. To reproduce: Right clock in desktop area. Context menu appears with Screnn Lock menu option showing Ctrl+Alt+L shortcut. On pressing Ctrl+Alt+L, nothing happens, not is an error generated.
>Presumably this is because of the age old X Windows shenanigans of context windows Not just that, they grab the keyboard preventing global shortcuts. > should not refer to a keyboard shortcut known not to work from a context menu. We show it so users then know the shortcut for future. It's a common pattern across menus. I don't think there's anyone who opens a shortcut menu, then halfway switches to using a global shortcut.