I've looked more into details at this issue.
The FLTK code calls cocoa when processing key events so that the system menu bar
get highlighted when a system menu item shortcut is typed, as expected in macOS.
The statement in question is this:
[[NSApp mainMenu] performKeyEquivalent:[NSApp currentEvent]];
It would be possible to handle system menus completely inside FLTK code, and that would
be equivalent to what happens when using Fl_Menu_Bar rather than Fl_Sys_Menu_Bar.
With that, a shortcut that is also a dead key would not block recognition of the next keystroke.
But, the system menu bar would not be highlighted each time a system menu shortcut is typed.
I believe the current situation is preferable.