Wow.
I really did not know that. And I who thought I knew my dear friend Windows sooo well.
That changes my opinion a bit, yes. I agree that this behaviour should be kept "Windows-style", and I liked your idea about maybe a little note saying that it's possible using shift.
... but wait, while testing it, it didn't work. What did I do wrong? Shift + Left Click on OK on one of the boxes, right? It still appears more...
(Why isn't there a better documentation for Windows covering all the important keyboard shortcuts and similar? Clicking away with the mouse all day is pretty ineffective...
)