It sounds unlikely for any of the
Java API messing up. To convince yourself (and me) of this, try doing the same exact process with another button that has a mnemonic set. It probably won't happen.
Instead, I suggest checking your code around the actionPerformed method or the constructor for your customer id dialog (if you have one). What gets changed there? What's the last message displayed in your logs when the program hangs?
Are you doing an intensive calculation on a button click? Your swing application is probably not multithreaded (at least, not in the GUI), so intensive calculations will freeze up the GUI for a while.
Hope you find the bug.