The grab keyboard input is used to capture the keyboard shortcuts when a session is running. It can be disabled momentarily to ensure that the shortcut is sent to the running session.
Ctrl+F is a shortcut that often interferes. It is used to focus Remote Desktop Manager 's search/filter toolbar. However, it is almost always present in applications in the remote session and when you use the shortcut, Remote Desktop Manager sets the focus in the search/filter toolbar instead. This conflict can be avoided by disabling the feature.