I've had keyboards which where marketed as professional keyboards have very obvious problems with this. Specifically, I had a Logitech MX5500 and if you where holding down the 'D' key and then pressed the 'S' key, the keyboard would never send the 'S' key (though I might remember those keys backwards). This is a problem because many a video game has you use the 'WASD' keys as direction keys to control movement, so trying to move backwards and to the right would fail.

So it's not like nobody experiences this problem.