I believe you, but there is some other explanation here- it warrants further investigation. You can scrape a regular glass window (about MOHS 6.5) clean with a razor blade (about MOHS 6.0) and it is impossible to scratch it, just from that tiny difference in hardness. I do this all the time, e.g. recently to get paint that my kid painted on the house windows off.

Your brass keys should only be about 3.0, and gorilla glass a 9.0- you should be able to rub keys into brass dust all day long and not mark the screen.

I store my keys right in my pocket with my glass iPhone SE, and it doesn't have a mark on it.

I suppose it is possible you have keys with some weird material or coating, or as another poster suggested- maybe something like an abrasive dust got stuck on your key.