QWidget::nativeEvents doesn't receive keyboard messages (WM_KEYDOWN etc.) if it's created as child widget. But it still receive mouse messages (WM_LBUTTONDOWN etc.).
I attached a sample.
Steps to reproduce:
1) click on child widget
2) press any key
WM_LBUTTONDOWN and WM_KEYDOWN are processed by child widget.
WM_LBUTTONDOWN is processed by child widget, WM_KEYDOWN is processed by parent widget.
Note: In Qt4 winEvent is working OK.