I am using an iMac 2014 under El Capitan 10.11.6 and my keyboard is the French Apple extended keyboard (not the Apple wireless) which you can see here :
Since I have the same problem with an iMac under Yosemite (w/French Apple extended keyboard), as well as with a MacBook Pro 13" laptop under El Capitan 10.11.6 (w/French version of the MacBook keyboard), I guess this has something to do with the keyboard mapping in the French versions of OSX.
The only way I can get the power key typed in the command line is to click it from the virtual calculator that appears at the bottom of the MathStudio window. No other way works, not even clicking it from inside the Apple Keyboard Visualizer.
A number of other keys don't work either, such as : "`", "ù", "é", "§", "è", "ç", "à" and "£".
My version of Math Studio is 5.3, math version 100323a, OpenGL Version 2.1 ATI-1.32.25
Thanks for any idea.