They're very useful for doors. A locked room can give privacy when science talking, security when cloning/mirroring, storage space when available chests aren't enough, and safety from monsters while healing. It can keep interlopers from setting off the minefield while you clear it, imprison slow monsters, and keep pet spellcasters safe. Under time pressure, unlocking can be much faster than kicking a door down. Especially with strong doors like the mage room's.
A lot of these applications fade on GC7 and lower, as monsters that can kick down doors become more prevalent, but in general I get a lot of use out of keys if I find them.

I searched the forum and it doesn't seem like there's an insane bones find thread. What's your juiciest bones find so far?

This is awesome, just do what you feel is right, you have my as well