Key snapping seems to be somewhat broken in MIDI editor.
To recreate the problem:
1. Set preference to one MIDI editor per project.
2. Create two MIDI items, then open one of them in MIDI editor.
3. Click the Key snap on, verify that it is on and working.
4. Without closing the MIDI editor, switch over to the other MIDI item. Notice how the Key snap is not showing up in piano roll and not working even though it seems to be selected at the bottom of the MIDI editor.
5. To turn the Key snap on for this 2nd item, click the Key snap off and then back on.
This problem shows up the same way in reverse when turning the Key snap off. For the first item you can simply click the Key snap off. For all the other items the editor task bar shows the snap being off but you have to actually click the Key snap back on and then off for it to work.
So the problem is that the Key snap status shows proper and works only for the first MIDI item when the snapping is switched on or off. For the rest the snapping has to be switched back and forth for it to work. This seems to have changed in Reaper v5.20, in v5.17 the snapping status changes and works at once for all the items. If this was an intended change > the snapping has to be switched individually for each item, then the task bar click box status should also update individually.
Original discussion here:
edit: Fixed in v5.31pre1.