Typefaces need to be formatted to tell the programs using them which font in the set is Regular, or which is Bold, or which is Italic, or which is Bold + Italic. Not all typefaces are formatted this way.
If the font you are using in InDesign does not allow the shortcut, it usually means that the typeface has not "told" InDesign which font in the typeface is the Bold one.
Since Adobe Garamond Pro in its fuller form includes both Semibold options and Bold options, it is likely that the typeface purposefully does not declare what Bold is. The typeface is designed to allow the designer to decide the specifics of how the fonts are used. (I find that many typefaces with "Pro" at the end work this way — because they have so many choices, the four-font classification of Regular/Bold/Italic/Bold+Italic can't apply.)
If you want a shortcut to bold your text in this typeface, create a character style that only declares "Adobe Garamond Pro" and "Bold" as its options, call it "Bold" or whatever, and designate a typeface shortcut for it.
When I have used Character Style shortcuts in the past I find that they are soon quite easy to remember and just as usable as the pre-decided shortcuts.