There are a number of bugs, related to sending of the ActionEvent and ItemStateChanged events on Windows. Now this events are originated from native code (see awt_List.cpp). The result of this is:
* 4985406 - button as window component is not native focus owner. So there is no any processing on native level.
* 5087251 - it's not possible to consume ActionEvent if KeyEvent was consumed.
This issues are reproducible for the list component as well. So it sounds reasonable to move this processing on Java level.

Moreover, there are a number of bugs, related to notifications LBN_SELCHANGE and LBN_DBLCLK (6240202, 6191379, 6190739). Perhaps, this notifications are not the best way to generate ActionEvent and ItemStateChanged events. Seems, it's possible to implement the sending events based on XToolkit logic (see XListPeer.java)