Sharing keystroke focus between Logic and third-party plug-ins is sometimes wonky; issues seem to vary from user to user (possibly depending on the version of OS X ???).
For me, the problem arose using Absynth, and I ended up solving it by remapping my screensets from 1, 2, 3, ... to shift-1, shift-2, shift-3, ... (I rarely use more than two or three screensets anyway).