I tested it out for myself again, and it is indeed a little sticky for whatever reason. You can definitely get back up after collecting the key though, you just have to face the direction the arrow is in front of you. But it IS trickier than it's supposed to be. You have to very gently tap down or it moves you too far away. -_-
This is about where you have to be when facing this direction to bounce back. If it doesn't work still, lemme' know and I'll try to find another solution for you!