More fool you then, for engaging them in such a conversation in the first place.
What, during the lifetime of a vehicle - possibly through several hands - are the 'all the keys'? Was it the one, or two or maybe three or four it came with? Supposing it came with three and you simply lost one in the key drawer when you moved house, or lobbed one out with the rubbish?
There is no obligation to declare how many keys you have when taking out a policy, so they can have no way of knowing how many you possess at any one moment of the day or night. Similarly there is no obligation on you not to lose or temporarily mislay a key at any time, nor any obligaion to inform an insurer if you decide to get an additional key cut. I have four, I think, or is it three.... I forget..... Oh, and there is the one I ran over, but it still works, simply the rubber key loop ripped off... or did I throw that away, it's so difficult keeping track.
Of course, should your vehicle simply vanish and you cannot produce any key at all.... Then you may have some explaining to do... As, quite possibly, you handed the key and the vehicle to a thief and / or simply left the key in the ignition when you wandered off shopping....