It is very unusual for a key to break; that key must have been defective from the factory. I've ordered multiple keys from Grossman, and have never had one fail. I also have multiple original Marx keys (which are slightly less robust than the Grossman keys) and have never had one fail... and I suspect I probably run windup Marx trains as much or more than anyone else in the country.
Perhaps if you call or email and explain what happened, he would replace it - if not, just let me know and I'll be happy to mail you a replacement myself.