I just tried it and it gave the exact same code that you learned -- which is RC5 device 20, command 1.
Are you sure that there isn't something else, perhaps how you are entering the text into Pronto edit?
I don't have a Pronto (I do know how to decode Pronto hex) so maybe someone else can help. I seem to recall that that process is covered by the FAQ here.
Also, does this code work the first time that you press the button but not the second? I think that is what it will do because of the toggle bit -- the toggle bit (the third bit) has to alternate each button press but a code generator like MakeHex has no way to make the remote alternate other than to genarate a whole set of codes with the third bit as One instead of Zero. To do that you would have to Add:
Define=T=1
In some or all Pronto's you should be able to enter the codes directly (in decimal I think) and the Pronto will do the alternating toggle bit. After all RC5, RC6, RC5x and RC6x are Philips protocols. I believe that if the device learns them correctly it will do all this automatically.