When is the auction? I hope you can look them over well, before you bid on them.
One reason to buy the keys first, is if your budget is limited, to get them first, since the price on the keys tends to go up much faster than the common ones.
If I did that in the 80s, I'd have the keys at a fraction of what they are today. Most people don't try to complete a set, once they see how expensive the keys are, compared to the rest of the coins. So they lose interest in that series. Instead I tried to get the common coins from most series first, before buying any keys. I should have focused on 1 or 2 series with the keys first.
And then I'd have a couple of complete sets, instead of many incomplete ones. Not a big deal though. I'm focusing on the keys and I'll probably sell most of my common coins to do so. I'm more interested in key coins now, in better grades, than the series as a whole.