If an application, like a server application running inside a terminal emulator (Reflection, etc), uses the same keystroke as the Citrix client, it will intercept the keystoke and run the hotkey function instead of delivering the keystroke to the application. An example would be using shift-F3 for a text terminal session in an emulator: the ICA web client would, by default, intercept the keystroke and try to close the application window. Shift-F3 is assigned to "close remote application".
Disabling / changing hotkeys on NFUSE / Citrix web client is done via the template.ica file under the [wfclient] section:
How to Enable or Disable Hotkeys within an ICA file (including Template.ica) - http://support.citrix.com/article/CTX140219