Ok here is the solution.
If you want to disable key for good, you put the On Key Event but with empty action.
This happens when you have a key that you use in game but not every time. For example i have motorbike that jumps only when its on ground. So users can press up to jump if in air but it will not do jumps because motorbike is not grounded.
I expected Construct2 to catch this and not let it to browser because i have event OnKeyDown but just with additional check is motorbike grounded. Looks like Construct2 catches key up, checks is grounded if not it actually releases event to browser. Not exactly sure is this what's happening but it looks like it is.
It's important that you can go around this by adding event OnKeyDown that does nothing so it catches it every time. After that event you can make your own logic with other one.
Hope this helps.