I recently bought CE from the market and received two Moorcroft prize boxes. The in-game description of the item states that they do not require keys to open. However, when you attempt to open them, a pop up comes up telling you to use a silver key to open the box (note: the popup says to open this "Lockbox").
It is stated elsewhere that you do not need a key to open the box as well, such as the wiki (http://wiki.spiralknights.com/Usable#Prize_Boxes), and the announcement of the CE promotion (http://forums.spiralknights.com/en/node/73276). I'm assuming this was an over-site, so a little insight into this would be helpful.
No, it most certainly doesn't need a key.
Post screenshots if possible to see if there are errors when you attempt to open your stated "boxes"...