Well, this time I'm actually with the yukkuri: they don't have a concept of "key" in their collective knowledge (among other missing human things), so I'd say it's expected that this Marisa (a koyukkuri too) will never think of trying to use the key on the door. She just doesn't know that keys open doors. Besides, playing point-and-click escape-the-room games when I was a kid taught me that the first key you find is never the key to open the exit door, so if I were in this situation I'd be very suspicious of that key (I'd still try it, but with expectation of failure.)
Yeah Yukkuris don't have a concept of "locked" per see, the closest thing is an entrance being covered by something that can be moved away.
I actually think they would have an easier time grasping the idea of having to move one of those older non key based locks like the boarded type, you know, the one you have a board across a door, resting on some hook thingies that you have to move away to be able to open the door.
That's as far as a normal yukkuri would be able to handle in "more complex door mechanismns", you probably would need a platinum badge or something for understanding keys and how they must be used.
Mister door is taking it way too easy! Don't take it easy and open! Now is fine!
Yeah, yukkuri don't possess the concept of keys and locked doors. Without someone to show them, this will be the result, until one of them shows some cognition.