The limitation on build menu keyboard shortcuts is a known and documented limitation [see](https://www.geany.org/manual/current/index.html#build-menu-keyboard-shortcut...).
The keybinding preferences dialog does not know how to handle variable numbers of menu items, because nobody has taught it. So it only knows the old fixed menu items that are always present. Contributions to its training are welcome.
Closed as duplicate of #705 #1614 and probably others.