Create simple script and give it a simple name (e.g. t.py):
from Npp import *
notepad.prompt('hello:', 'there', 'dude')
Run the script from the menu to see it works:

Close the t.py file.
Navigate to the script in the menu again, but this time hold Ctrl down while clicking t here:

Observe that t.py opens (correctly) into a Notepad++ tab. Close this N++ tab.
Assign a shortcut that only involves the Ctrl key (e.g. Ctrl + e) to the running of this script, and it will appear like this in the menu:

With that menu showing, point to the t script, hold Ctrl down, and click.
Expected result: t.py opens into a new Notepad++ tab.
Actual result: the script runs.
Using Notepad++ 8.6 64-bit with PS 3.0.16.0.