Hello! It might be a bug (which I'll definitely look into either way), or you may be in the path where they actually decide to give you a key to the gate instead. Did you try leaving the room and coming back to them? Or do you remember what their last dialogue was? Sorry you were having trouble with that part!
Edit: Oh, I think I realized what happened because I just tested through all the conversation scenarios. I'll push an update to fix it so that it doesn't happen in the future. Sorry again!
Edit 2: Ok, I just updated it. The game flags weren't coded properly for that specific conversation path that you took. It should be all fixed now!