Let $\Omega \subseteq \mathbb{R}^n$ be a nonempty open set, and $\mathcal{D}(\Omega)$ the space of test functions (that is infinitely differentiable functions $f:\Omega \rightarrow \mathbb{C}$ with compact support contained in $\Omega$), with the usual topology defined through inductive limit of Fréchet spaces (see Distribution or any good book which deals with distributions as Rudin, Functional Analysis, or Reed and Simon, Methods of Mathematical Physics, Volume I or the wonderful Schwartz, Théorie des Distributions).
Now, let us recall that a topological space $X$ is called a Fréchet-Urysohn space if for every $A \subseteq X$, the closure of $A$ coincides with the sequential closure $[A]_{seq}$ of $A$, which is defined as \begin{equation} [A]_{seq} = \{ x \in X : \exists (a_j)_{j=0}^{\infty} : a_j \rightarrow x \textrm{ and } a_j \in A \textrm{ for } j=0,1,2,\dots \}. \end{equation} A set $A \subseteq X$ for which $A= [A]_{seq}$ is called sequentially closed. Note that every closed set $A$ is sequentially closed. If also the converse is true, that is if every sequentially closed set turns out to be closed, the space $X$ is called a sequential space (see Sequential Space for more details and references about sequential spaces). Clearly, every Fréchet-Urysohn space is a sequential space, but the converse is not true (see the post Understanding two similar definitions).
With this terminology we may ask: is $\mathcal{D}(\Omega)$ a Fréchet-Urysohn space? Is it a sequential space?
The answer to these two questions is negative, as I will show in my answer below. I posted the question here only to share this result with the community of math.stackexchange.com since I coud not find the answer in any book I consulted.