I was fighting a slider host mimic but it didn't drop a host key. The same thing happens for all the mini-bosses.
I think you dungeon is probably bugged. Did this happen on others dungeons aswell? If you haven't checked it, please do so.
Are you dissapointed because it doesn't appear in you inventory? If so, that is meant to happen, you should have the key anyway, so just go and it should be fine. :P
SAME thing happened to me on a server. Me and my friend were so happy we defeated the bosses and we went for the door, but no keys..
This happened today and I'm so mad