I changed the title to reflect the intended user-visible behavior, which was always the real issue.  The original title proposed a solution that would not work.  The revised title gave an alternate solution that should not work.   

The discrepancy between clicking [Ok] and and pressing <Return> arises because pressing Enter in the query box leaks <KeyRelease-Return> to the text, which happens to trigger a status bar update.  I regard this somewhat accidental side-effect to be a bug to be fixed.  Changing the text and status bar are the responsibility of the event handler.

The line number query box should just return a positive int or None, without side-effect.  So we should make sure that Query boxes do not leak key events and create a subclass to get a positive int.  But such a replacement is somewhat independent of triggering <<set-line-and-column>>. 

A related issue is that goto does not clear selections. #39844.  I may fix that and this with one PR.