Your keys are by no means hardened steel. If they are steel at all (most are brass or silver/zinc), they would be mild steel. If they were hardened they would be really difficult to cut. The harder you make a steel the more brittle it gets. Think about what happens when you slam a file with a hammer vs a large nail.
What kind of material are your keys and locks made from? Over here nickelsilver or nickel plated hardened steel is common for keys and a combination of brass, steel and titanium for locks.
