Those aren't the only two things that cause the keys to vanish. For two weeks in a row now a member of our raid team has had a their keys vanish. This week (after a guy losing his last week) we all took careful note that we were getting them and they were actually in our inventory. As we went to get the chests, one guy noticed his were gone. Now, both times we have waited until after beating Calus and looting his throne room to go back to orbit then return and collect the chests in the underbelly. We don't know the exact moment the keys vanished, not sure if that's related. But it's not a thing where we log out and then later on someone notices their keys are gone.