Without getting too complex about tempered tuning this is what I've been taught about the nature of different major keys.
The piano was, until a few decades ago, the dominant instrument for musical accompaniment.
Piano tuning is a compromise whereby some notes are slightly flattened and some slightly sharpened.
My classically trained mum told me as kid that the flat keys, such as Bb, were useful for more sombre pieces, whereas the sharp keys tended to be brighter. A piano tuner muso friend confirmed this for me some years later, albeit with a greater emphasis on the physics.
I have read in the past that Earl Scruggs tunes his banjo just a few cents sharp, to make it sound brighter and punch through other accompaniment. This is (perhaps) the equivalent of slightly sharpened keys on the piano. I frankly have no idea whether the scales used in sharp keys are on average slightly sharper than the notes in flat keys. If that were the case it would provide a reasonably satisfying answer that would bind together a lot of the opinions on this thread, but I honestly don't know.
To change the subject slightly - I have been learning to sing the full version of Pennies From Heaven for this coming weekend. It has quite a large range which I can handle OK, but because I'm a basso I have transposed it down somewhat from the original key and it comes out sounding like a poor copy of a Paul Robeson spiritual. I've only ever heard it sung by crooning tenors - because it's a fairly happy song I think I may have to ditch it. To answer Doctor John's original query, quite simply I can't sing it in the right key.
Regards, John