In Tk widgets tk_dialog and tk_messageBox (corresponding Tkinter widgets dialog.Dialog and messagebox.Message) pressing Return invokes focused button. The comment in tk_dialog implementation:

    # 4. Create a binding for <Return> on the dialog if there is a
    # default button.
    # Convention also dictates that if the keyboard focus moves among the
    # the buttons that the <Return> binding affects the button with the focus.

I expected the same behavior in IDLE Query dialog. If this behavior considered outdated, I'm nice to close this issue.