I'd be all for a keyring, but there's a reason if they don't want to do it, and that's the same of plenty of bad features about these games: multiplayer.
They WANT to have each key as a separate item since its their way to allow players to pickpocket each other, compete etc.
Of course, it's absolutely impractical and virtually no one will actually bother doing any of it even when playing with others, but go and tell that to Swen and company.
