Can you guys vote for this change on the official starcraft forums? It basically makes it so that you can hotkey even though your mouse button is being pushed. Sometimes you might notice one of your buildings or units didn't get hot key'd but you swear that you did, well... this might be why it didn't get hot key'd. Blizzard is hesitant to make the change because they're afraid of the backlash from the harcore Starcraft community. This "feature" was already automatically enabled if you ever used any type of launcher like mca or chaos launchers. Might be another reason why Starcraft feels less responsive than it used to before Remastered.
Here is the link for those who are willing
https://us.forums.blizzard.com/en/starcraft/t/input-change-voting/93