Yes, if someone had access to install arbitrary software on your computer they could attempt to get behind any on-screen keyboards... but given the wide variety

Yes, if someone had access to install arbitrary software on your computer they could attempt to get behind any on-screen keyboards... but given the wide variety of them, and how hard it would be to detect one based on its code alone, I doubt anyone would bother. Software keyloggers log which keys you type (obviously) but some also take a screenshot whenever you click to defeat on-screen keyboards. It sounds like INGDirect's keypad is designed to defeat this attack.