Yes, OpenMPT by default restores all default key bindings, as that is currently the only way new default key bindings can be added to existing keymaps (so that long-term users can still automatically use of newly added features). To work around that, you have to assign the deleted shortcut (in this case Ctrl+W) to the global "Dummy Shortcut". If you do that, no default shortcuts using Ctrl+W are added back automatically anymore, and the Dummy Shortcut itself does nothing.

This is not optimal and will improve the in the future hopefully.

Did not know about this, thank you. This is good enough for my needs.

As of r17824, shortcuts from the default keymap will only be added to the user keymap if they were introduced in a later version than the keymap was saved with. I don't think I will backport this change to OpenMPT 1.30, so it will only be active from OpenMPT 1.31 onwards. This will also make the Dummy Shortcut obsolete.