Hello Christian
I would expect that you receive the error message in both cases - if you modify the BO via report or if you modify the BO via SADL. So please open a ticket on BC-ESI-BOF for further clarification.
In general (and also the class documentation of the altkey validation describes it like that) I recommend to have the altkey validation configured as action validation on CREATE/UPDATE or on SAVE (for a late check execution). If you would configure it as just a consistency validation instead, it won't reject the modification, but only return messages.
Best regards
Tilmann