This is a simple POC to show that Master Password can be easily keylogged from "Secure desktop".
The "secure desktop" is not really Winlogon screen (the one used by UAC prompt or ctrl+alt+delete sequence), but rather another desktop - of random name - created by the keepass. The user running KeePass must have access to the desktop, thus we can create keylogger that attaches to new desktops and keyloggs Master Password.
This is not a security issue in KeePass - it's just how it works.
Still, be sure to enable "Secure desktop" feature - at least must keyloggers won't work out of box.