But I think that's the right solution.
For most websites, I will leave. But for web "apps" like Google Docs, or GMail, or my company's internal apps, I want to use application-style keyboard shortcuts like Ctrl+S and Ctrl+T and Ctrl+N. I want Ctrl+N to create a new document inside my application, not a new browser window.
The best solution would be to ask users to give permission to a webpage to overwrite native keyboard shortcuts for their own uses.