Begging your pardon, unless I am reading what is happening wrong, that is the EXACT functionality of Windows Apps. If you are using IE, try this
test.
Alt-E (opens the Edit menu) now press F (it should take you to the find in page dialog box)
Now try the same thing using your technique..
Alt-E opens edit menu (the same) Alt-F (opens File menu).
I do know that some applications will have shortcuts to commands that are buried in a menu somewhere and its possible that is what you were thinking.
Hope that helps...