Thats why I use steam almost exclusively.
I use Steam as well, but I still have a lot of older games that I like to play that aren't available via Steam or else, I don't feel like paying for it again.
Also, it's just nice to have the keys stored somewhere, even for the Steam games just in case. I mean, that's the whole point of this thread. The OP "lost" his key even though he states it was on the box when it's on the manual.