Rekordbox does update most of the metadata (ID3 Tag) of mp3 files... mainly the text items get changed in rekordbox, and changed in the mp3 file itself. However I know for a fact artwork doesn't get added to the files if you add it through rekordbox (get Audio Shell or MP3Tag if you wanna do that to a big number of files- they're both free). Personally I fix all metadata/ID3 (comments, album, artist, genre..etc) on either Audio Shell or MP3Tag before adding tracks to my collection...
As for the Key, the current version of rekordbox doesn't write the key into the mp3file itself, but we have requested it as a feature to be added.
I hope that helps :)