I don’t mind having to go do open world content to get keys, Delves are the end piece component of the open world system, so that has synergy to me. My only real issue is the quantity gating. Make it possible to earn more keys. And yes, I know the echoes and some of the world quests offer the key pieces you can combine, but it is at most an extra 2-3 keys a week. When it takes 8 delves to fully fill out your vault, we should be able to have 8 keys a week, IMO.
Being forced to do delves without a key just to fill out the vault feels like the old “hot dogs and hot dog buns” debacle.