For patent infringement? I'm not sure Shapeways is super eager to start carefully examining their customers for potential IP violations.

Or perhaps for the reason that a key being copied outside the sacred grounds of a mall kiosk is suspicious?

Not for patent infringement, but because they think you're planning a robbery, because you're 3-D printing a key that is marketed as something a mall kiosk can't copy.

I really doubt it - even if someone noticed and thought 'huh, a key eh, that's different', who's to say you're not ordering it for your own lock, curious about Shapeways' tolerances and if you could design it to work. Not like it's illegal to own a key without a corresponding lock anyway, I doubt the police would (have time to) care even if they were informed.

It's illegal to blow something up (that isn't yours or on your land?) - not to possess the 'ingredients' with which to hypothetically make one (rather than do the cleaning or gardening or whatever they were intended for).

They might cancel your order, but I think you vastly over-estimate how interested the police are.

Shapeways can’t tell what a key is marketed as, when you provide just a model without any marking that it shouldn’t be copied