I noticed that the windows button only activates when you are no longer pressing down on it. However, I have found no documentation or article to verify that that this is either inherently true, or manufacturing standard.
I assume that this depends on both the version of the windows operation system that you are using as well as the type of hardware (e.g. laptop or type of keyboard manufacturer).
Something Windows has to cater for is the range of hardware device support (hence the large number of drivers and updates), so even though you might expect a similar behaviour for the Windows button, I don't think it is a surprise that there are variations as well.
On the laptop that I am using right now, tapping the Windows key produces the same result as holding it down and then releasing it (brings up the Windows start menu).