When I close a document that is not registered , and I chose from the keyboard (with the tab key ) the button " Do not Save" and then I press the space bar to confirm this not apply on the button , instead the action is canceled
I work on OS X Yosemite(10.10.3), my OS is French and my Photoshop (CC 2015 actually) is French too.
When I press CMD+W, I have 3 buttons, OS X allow to select buttons with and normaly I can confirm the selection with the , the key confirm the blue button not the selection.
I've put a screenshot of the window, you can see the blue button et the button with the selection.
I use this tips because I open and close a lot of document without saving, so it's faster to press CMD+W > Tab > Space Bar.
The selection is not enabled by default, you can enable this with CNTRL+F7 or in System Preferences > Keyboard > Shortcuts > at the bottom of the window select "All controls".
This issue occurred since Photoshop CC, I have no problem with CS6.
This issue is the same on 2 computers
I hope you have enough information.
Sorry for my bad english.