The story of a chest is not always simple.
What about that chest that the key was never hauled along with that transport that got robbed and the robber hauled the chest to somewhere, tried to open it and never succeeded? They key is as the destination of that transport, possibly outside the game's scope.
But I do agree that every chest should have its key, if it is loreful to do so. No keys to in-home locked items is one of the more notable ones. Not those that are well hidden, no key that can be nicked off the person, no key in the potted plant, no key exists in the game files.
