Is The Roosevelt Dime The Only Coin With No Key Date Date?

Depends what you mean by "key date" I suppose. Some might say that Eisenhower and Susan B. series lack a key date.

I guess it depends on your definition on how expensive a coin has to be in order to be considered a key date. Even the 1996-W is readily available on ebay for less than $20.

Right, depends on grade. Excluding FBL, there is really no key date in the Franklin series.

Twelve million coins is still 12 million coins, but that still qualifies the 1955-P as a key date, at least to me. Compared to all the other dates, it's a paltry number. (Or as Groucho Marx would have said, "Mere chicken feed--a poultry 12 million.")

And I guess you're not considering the 1982-P no mintmark dime?

There's also the '75-no-S with only 2 known.

There are about 8 known 1965 90% silver dimes.

While the '82-nmm is interesting people are going to be surprised how elusive the '82-P is in well made and pristine condition. This coin was horribly made and few were saved.

Ah , I believe the question is about Roosevelt dimes .

That was my first thought.

The two 2014 March of Dime Silver Set dimes come to mind as well.

"Key date" is a relative term.
Ignoring errors, a key date is the coin from a series that has more value than the others in that series.
For the Roosevelt dime series I would looks at these as keys:
-- 1949
-- 1949 S
-- 1950 D
As for semi-keys I think these two:
-- 1949 D
-- 1951 S

How did they earn this status?
Generally for modern coins it's just that fewer were struck.
For older coins you can factor in survival rate.

A huge example of the "survival rate" factor is the 1933 Double Eagle.
It is not even close to the fewest struck in the Saint-Gaudens series.
BUT almost all were melted.
There is only one legal to own and any others existing are either in US Government hands or VERY carefully hidden away by a private citizen.
I think the Gov't has 10 in Ft Knox that were confiscated and I believe the Smithsonian has two.