If it's on their keychain, do you really think they'd leave their keychain there?
While you're shopping? That's not a big deal.
When you return the cart? How are you driving home without your keys?
I guess Europeans might be more likely to not take a car to the grocery store, but I would prefer to use a basket over a cart while shopping in that case... I'll know when I'm done shopping when the basket hits my limit of how much to hand carry.
The only thing that's useful about those things is that it's easier to get them faster.