I discovered this exact same issue, but with a slightly different environment.
Perhaps it's not an Ubuntu bug but an issue with the kernel?

The brightness keys work in Windows.
In linux, I can still adjust the brightness using the power manager slider 
despite the keyboard hotkeys not working.

I am using the Lenovo Yoga C740, with my primary OS as Debian Buster.
The brightness up and down keys (F11, F12) do not emit keycodes when pressed, 
even though holding down Fn and pressing F11 I am able to emit the function key 
behavior.
These issues persist when using Ubuntu 20.04 through a live usb.

I wrote a summary of my issues here:
https://udia.ca/posts/2020/06/lenovo_c740/#hotkey-diagnosis

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https://bugs.launchpad.net/bugs/1872311

Title:
  Brightness hotkeys not working on Lenovo S740

Status in linux package in Ubuntu:
  Confirmed

Bug description:
  Brightness hotkeys (Fn + F11 for decrease and Fn + F12 for increase)
  do not work on Ubuntu 20.04 and Lenovo S740 laptop. The brightness
  hotkeys did not work on 19.10 either.

  I followed the guide here:
  https://wiki.ubuntu.com/Hotkeys/Troubleshooting

  In "Step-by-step Troubleshooting", none of the steps (1-7) did produce
  any reaction to brightness change key combinations. However, I am able
  to change the laptop screen brightness through the brightness applet.

  ProblemType: Bug
  DistroRelease: Ubuntu 20.04
  Package: linux-image-5.4.0-21-generic 5.4.0-21.25
  ProcVersionSignature: Ubuntu 5.4.0-21.25-generic 5.4.27
  Uname: Linux 5.4.0-21-generic x86_64
  ApportVersion: 2.20.11-0ubuntu26
  Architecture: amd64
  AudioDevicesInUse:
   USER        PID ACCESS COMMAND
   /dev/snd/controlC1:  elias      1447 F.... pulseaudio
   /dev/snd/controlC0:  elias      1447 F.... pulseaudio
  CasperMD5CheckResult: skip
  CurrentDesktop: ubuntu:GNOME
  Date: Sun Apr 12 16:12:01 2020
  InstallationDate: Installed on 2019-11-19 (144 days ago)
  InstallationMedia: Ubuntu 19.10 "Eoan Ermine" - Release amd64 (20191017)
  MachineType: LENOVO 81RS
  ProcFB: 0 i915drmfb
  ProcKernelCmdLine: BOOT_IMAGE=/boot/vmlinuz-5.4.0-21-generic 
root=UUID=101c7da4-860d-4496-ae06-d98699795f9a ro quiet splash vt.handoff=7
  RelatedPackageVersions:
   linux-restricted-modules-5.4.0-21-generic N/A
   linux-backports-modules-5.4.0-21-generic  N/A
   linux-firmware                            1.187
  SourcePackage: linux
  UpgradeStatus: Upgraded to focal on 2020-04-04 (7 days ago)
  dmi.bios.date: 03/10/2020
  dmi.bios.vendor: LENOVO
  dmi.bios.version: BYCN33WW
  dmi.board.asset.tag: NO Asset Tag
  dmi.board.name: LNVNB161216
  dmi.board.vendor: LENOVO
  dmi.board.version: SDK0J40709 WIN
  dmi.chassis.asset.tag: NO Asset Tag
  dmi.chassis.type: 10
  dmi.chassis.vendor: LENOVO
  dmi.chassis.version: Lenovo Yoga S740-14IIL
  dmi.modalias: 
dmi:bvnLENOVO:bvrBYCN33WW:bd03/10/2020:svnLENOVO:pn81RS:pvrLenovoYogaS740-14IIL:rvnLENOVO:rnLNVNB161216:rvrSDK0J40709WIN:cvnLENOVO:ct10:cvrLenovoYogaS740-14IIL:
  dmi.product.family: Yoga S740-14IIL
  dmi.product.name: 81RS
  dmi.product.sku: LENOVO_MT_81RS_BU_idea_FM_Yoga S740-14IIL
  dmi.product.version: Lenovo Yoga S740-14IIL
  dmi.sys.vendor: LENOVO

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