I don't think it has to do with Distribution (Ubuntu) and GUI (mate). I can borrow here at home other computers that have Linux and test.
But I don't have Ubuntu, the closest is Debian.
Edit: I tested it on a pc with Debian and one with Arch, both had the same error. Maybe I'll create an Ubuntu mate live-cd to test.
But I don't think the problem is the distributions.
I already tested it running via Wine, the same problem occurred, but when I changed Wine to another version (if I'm not mistaken, 6.10) the keys worked but not the sound.

