It is not absolutely needed to know what key opens which door. If you have an iron key and a copper key and you open a locked door it is sufficient when the game tells you "You opened the door with a key.
I would, however, like to know if I have keys whose purpose I do not yet know. Did I miss a secret passage somewhere? Miss a chest and its contents? Is there a prisoner somewhere I can free as part of a quest? Or is this key just a copy of another key that already opened a door.
