a

Only trade with reputable traders and this will never happen. Don't accept game keys from low rep (as in few meaningful trades)/low game accounts, or people who vest too much value in any 'reps' that they have. Always look them up on steamrep.com.

If you have any specific examples or concerns that would be more helpful.

I believe the game you entered will be removed after a while and nothing else will happen. I'm not sure though, but once I got a "gift" from a "friend" and the games he gifted me got deleted from my account 3 months later.
I think had something to do with the payment he did, anyway, I can't tell you if it's the same way for stolen keys.

this is all that happens

My friend gave me a Dead Island code long ago. I never knew there was a massive Dead Island CD key leak so I accepted it unknowingly, and it got revoked a few months later, but nothing happened to my account.