You can only hit so many keys at once. There are some bugs where certain keys don't like to be pressed in so many combinations. I think I heard it was a DirectX issue.
I got around it ages ago by using my hat on my joystick. Hit stick forward/right (for kp 9) and hit numpad5, move arrows, hit F10. The contortion trick is to hold on to the hat while holding on to numpad5, but it works. Same for pad6, use "hat right" and hit numpad 5.
After I got the hat, to tell the truth, I stopped using numpad almost entirely. The hat's just that much better. Hat + 1 button (for "up") bypasses the multiple key combos needed on the numpad.