Windows+X is not really Windows+X
I recently had to look into a Group Policy called “Turn off Windows+X hotkeys”. Apparently a lot of people interpret this as meaning “Turn off the Windows+X hotkey”. Ah, the joys of semantics:
Policy Turn off Windows+X hotkeys Category Path User Configuration\Administrative Templates\Windows Components\Windows Explorer\ Supported On At least Microsoft Windows Server 2003 Registry Key HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer Value NoWinKeys
Turn off Windows+X hotkeys.
Keyboards with a Windows key provide users with shortcuts to common shell features. For example, pressing the keyboard sequence Windows+R opens the Run dialog box; pressing Windows+E starts Windows Explorer. By using this setting, you can disable these Windows+X shortcut keys.
If you enable this setting, the Windows+X shortcut keys are unavailable.
If you disable or do not configure this setting, the Windows+X shortcut keys are available.
So in short, if you read through the description it seems to imply this policy affects any keyboard shortcuts that involve the Windows key, like Windows+R, Windows+E, etc. Somehow people who only want to disable Windows+X will have to make do.