Imagine I have an art I I want to move side points to be on the artboard's edge. There's a background underneath my piece and it's not locked (and I'm not in Outline mode) — so I can't marquee my 2 side points. What I do in this GIF is I click one point and then Shift+click another one. AI switches the mode to 'Key anchor', thinking that... I don't know what it's thinking :) and obviously pressing proper Align button does nothing.

I know what Key Anchor does :) But it's not what I want now. And it would be better if AI would set key anchor as we define key object — by clicking it, don't you think?