The owner's manual (website? pdf?) mentions how many keys and valet keys come with the car. Since you paid for an entire car, you get all the stuff in the "packing lists" that are the manual and Monroney label.
As stated in this thread, leaving the dealer with the car, and an incomplete deal, gives up some of the buyer's rights. They make the process 10x more difficult than it has to be to break the customer down and make them willing to accept less than they're due because "it's late", they're tired, etc.
To anyone reading in the future-- if the dealer starts screwing you over, leave your car with its paper plate in their driveway, and catch an Uber home. It's not really "yours" until you hit the public street with it. If it's after business hours, call the manufacturer/ distributor customer service line the next morning and explain how and why the deal hasn't been consummated.