I had wondered about that as well. I noticed that on ShuffleiT there is an option to "do nothing" even if you don't already have the Key and there are Treasures both in the trash and your hand. That seemed to be a minor mistake if each of the options is treated as mandatory once you've chosen it.
A quick test doesn't show the problem (opponent has key, Copper is in trash and I have some in hand; there is no "Do nothing" button).
Of course, it could be some special situation where it happens, but until then I'd consider misremembering the most plausible cause. A possible explanation would be that some Treasure that was once in the trash has been removed from it (Treasurer itself or some other card). Since the trash is usually not visible, it's easy to 'misremember' that there should be some Treasure in the trash.
As always, if anyone becomes aware of a problem during a game, it would be good to note down the game id and post it here or on the Shuffle iT forums or the discord, with (at least) a minimal description what the problem is. I and others will then most probably look at the game and find out what happened (may be a bug, or a rules misunderstanding or an interface problem).