Keyboard shortcut to execute statement at cursor in pgAdmin
Since there seems to be no way to define such a keyboard shortcut, I filed a feature request: https://redmine.postgresql.org/issues/1439 , which got rejected:

​Issue #1439 has been updated by Dave Page.
Status changed from New to Rejected
We follow the pgAdmin 3 behaviour in this regard - when you execute a query (or explain etc), if any text is selected, only that text is executed. If nothing is selected, the entire query (or set of queries) are executed.

Since amazingly with pgAdmin one has to login to view issues / feature request, here is a screenshot: