Most people buying a 35 will use it as a "car" and move it on in 3 years time without giving it a second thought. To them a keying is pretty insignificant. However in 20 years time, a future owner will really appreciate it if all the correct pieces are in place. Keyring included.
I for one am gratefull to my Mk2's previous owner for keeping both 16V keys in perfect condition. So please, I beg of you, even if you are not interested in the keyring for yourself, make sure it is there for your childrens generation to enjoy, and their childrens children after them.