Speaking as a whistle player - while I have whistles in A, Bb, C, D, E, Eb, F & G, it's a lot easier if people I play with stick to a couple or 3 keys. In fact, it's easy to have just my D and G whistles ready at all times. That way I can play in D, G or C (the C is the 2nd major key of the G whistle).

Speaking as a singer - I want the song played in a key that's within my range for the notes it has. I'm all over the scale when it comes to that, though my range is large enough that a most songs work well within at least a 3 key range.

Then, of course, it gets fun when my friend with the guitar knows how to play a song in a certain key, needs to use a capo to modify it for his voice and then has to modify it a bit differently so that I can sing harmony. At that point, it becomes a nice thing to have whistles in 8 different keys.