This is true, for 'key-press-event' and 'key-release-event' at least. However, for my 'pre-key-press-event', it is NOT the case; all connected callbacks are always called. I'm guessing that GTK makes a distinction between events originating in X or the kernel, and user-created events, or maybe just event generated by g_signal_emit_by_name calls.
Well, it sort of makes sense, GTK doesn't know your new callback from a snow leopard, so it doesn't know if it has a boolean return paradigm or not.
Cheers Lex