Question! What does it mean when people want TF2/Dota 2 Keys to trade for games?

It's cheaper sometimes, like a russian buys a game cheaper and sells it for a little more value (in tf2 keys) but it's cheaper then the US store page

Ingame keys, to open treasure chests.

They want the Treasure/Mann Co. keys which you can buy at market/store/random site who sells those. If the guy who sells the game wants (for example) 2.5 keys, that means he wants a metal from TF 2 (mostly refined metal)/sweets.

Good Beginners Guide

Essentially, its currency for trades

They mean Dota2 Treasure Keys and Mann Co. Supply Crate keys in tf2.