Do you have any other KeyboardEvent.KEY_DOWN listeners in your app? I ask because I see that the listener that you posted above has a call to stopImmediatePropagation(). If a listener is calling stopImmediatePropagation() first, then listeners with lower priority will never be called. You might want to look at your code for any references to stopImmediatePropagation() and investigate if they're actually necessary or not.
That being said, I don't know why this issue would affect some devices, but not others. However, I think that this is worth investigating.
I would also suggest connecting the debugger to your app while it's running on your device, and then add a breakpoint in all of your KeyboardEvent.KEY_DOWN listeners. I think that you'll be able to gain a better understanding of what's happening. It'll also help you see if there are any unexpected runtime errors that might be causing only some parts of your code not to execute.
Finally, it's worth mentioning that Samsung's Galaxy phones are pretty popular devices, and the S9 has been around long enough that I would expect to have heard about a major issue like AIR not being able to properly handle the back button. Most likely, it's something in your app that's misbehaving, and it can be fixed once you track it down.