I must have done something wrong because he didn't give me the key.
Don't know if this is related with unlocking the Guest Room or not, but I did that after I have completed Emma Mario Sharing Route.
You can't do both the Mario Sharing and the Sofia route in the same save. If you arrest Mario, it locks you out of getting the guest room, and if you betray Sofia, it locks you out of getting the Shack.
