No, nothing is wrong. The "delay" you are getting is the result of the key being sent when you release the button as opposed to when you press it, and the use of backspace for the assist binding in the game gives the garbled message look. (I should change that default to something else)

You can change the behavior per Mapped Key (Execute a Step when the Hotkey is ____), but if you're typing in the chat window and need to use hotkeys that you have mapped, you should simply disable them. When you're typing that message you don't need your entire team to hit 1,0,7,3,0. This means hitting Shift+Alt+M assuming you used the Quick Setup Wizard. Or you can set that hotkey to Pause if you like.