Adam Neely released a pretty in-depth video recently with the opinion that Hey Joe is straight-forwardly in the key of E, as long as you don't get stuck trying to fit it into a diatonic, traditional Western framework. It's a good watch.

https://www.youtube.com/watch?v=DVvmALPu5TU

I had an unanswered question after the video -- are there listeners who don't feel that sense of "home" when arriving at the E chord? I certainly do feel "at home" on the E, but I'd be curious to hear others' opinions.