Technically the current behavior does match documentation. However, the
keys following <Cmd>/K_LUA aren't normally received by vim.on_key()
callbacks either, so it does makes sense to discard them along with the
preceding key.
One may also argue that vim.on_key() callbacks should instead receive
the following keys together with the <Cmd>/K_LUA, but doing that may
cause some performance problems, and even in that case the keys should
still be discarded together.