I don't know the theory behind it, but every key has its own sound and feel. Pieces in the key of D are often bright and uplifting to the spirit, while ones in Eb have a completely different temperament. Classical composers choose their keys carefully, considering the statement they are trying to make and the mood they are trying to create. Traditional musicians often pick or transpose a key based on the instrument they play or the range of their voice. You can play the same song in two different keys and get a completely different sound, different feel, different reaction.