I know the both the company and man of which you speak. As a matter fact I recently attended a Colt Armorer course (east coast) taught by him. He is a Colt man through and through (like many here).
While I don't agree with some of his thoughts, he is an excellent armorer and knows his stuff when it comes to Colt Ar-15/M-16.
If this company/armorer built your bolt carrier assembly, then it is very likely the key and the mating carrier surface has been "worked" to provide a near perfect surface to surface fit. The key and the bolts are then attached to the carrier using red lok-tight. If it has been built this way, you will not shoot the key loose. As a matter of fact, if you ever need to replace the key due to wear I suggest you send it back to the company because you will damage your assembly trying to remove it yourself.
If you can't live with an unstaked key, then send it back. You may here some fussing from the man ("you don't need it staked"), but in the end I bet he stands behind his work.