Most tunes end on the key note, and if it sounds wrong when you play the major triad, you just try the minor version, and so forth.

Of course that doesn't work with tunes that don't end on the tonic. And there are tunes in other modes. And you get tunes and even more confusing, sets of tunes with key changes.

And then you look around to see what other people are doing, and you find the instruments are in unfamiliar tunings. Or it's fiddler and such.And when you ask the fiddlers what key they are playing in they say they don't really know, because that's not the way they think. Nothing's perfect.

And then you get musicians who intentionally tune above or below concert pitch, either because they just feel like it, or because they have an instrument in their circle group that can't be readily re-tuned that isn't quite in concert pitch.

And then even when they were playing in concert pitch, the recording process at some point slows it down or speeds it up just that little bit. In which case the only think to do if you want to play along with it is to tune your own instrument to whatever you identify as the key note.

And then you've got Indian music and so forth which uses the notes in betweeen the notes...