Technically only one case of the switch is running at a time, there's actually two events.
When you press a key like E, there's two events: a text entered event containing 101 or 69 (the unicode for "e" or "E" (depending on shift) and a key down event for the scan code 4 (the e key).
Not all keys generate textentered events, only ones with text equivalents. So not special keys.
This is how windows does it. Windows sends both a WM_CHAR and WM_KEYDOWN for keys like E, SFML turns them into Event::TextEntered and Event::KeyPressed.