Modifier keys do not work in combination with external USB-C keypad

I am on a MacBook Pro 16-inch 2023 running Ventura 13.4. I have a USB-C external number pad connected (this one from Macally, to be specific: https://us.macally.com/collections/numeric-keypads/products/usb-c-number-pad-ucnumkey22sg).

It works fine pressing the keys and doing as you'd expect, except it does not respond to any modifier keys held on the built-in MBP keyboard. For example, I have keyboard shortcuts in some applications that involved, for example, Command + number on the number pad, but none of these works. It appears the modifier is not registered in addition to the external keypad (it just enters a keystroke as if no modifier was held).

Is there a way to get external keyboards to respond to the modifiers held on built-in MBP?