Well, we have no idea who put the key in that blanket. The last one we saw with the keys was Emma. We don’t know if Henry put them back into the mayor’s desk. For all we know Emma could have put the key there. She’s shown us – especially in this episode – that she’s very good at making people believe that she believes/or not in something. She’s a good liar. Then again, running away only gets MM in more trouble as Emma would know. I can’t really come up with a good reason, but she was the last one seen with the keys.