The reason it seems that way it the way I set some of the rooms. You can thank 2.10 for that. If you play the 3rd sequel you run into the "glitches" as well due to the version that it was made in. The 4th is much better but isn't anywhere close to done yet and is in the new version.
But the key was used by the big chest. Now, I'm almost certain you may have missed a room or a key in a room somewhere.
But yes, keys can be bought later, but not until around level 8. You shouldn't have to start from scratch though.