Shortcuts are sent to the process running in the terminal
Shortcuts such as Ctrl-PgUp and Ctrl-PgDn get sent to the foreground process as an escape sequence - which, depending on the process, can mess things up. See what happens to the progress bar in wget:
I think that's unexpected - every key should either act as a shortcut, or get sent as input to the process, but not both.
(There's also an even more bizarre bug: Alt-Tab has the same effect. But I would guess that's a bug in mutter or gnome-shell.)