Providers such as OpenAI have client keys so your client application can call the providers directly. Many developers prefer them as they save roundtrip costs and latency.
https://platform.openai.com/docs/api-reference/realtime-sess...
https://platform.openai.com/docs/api-reference/realtime-sess...
I've been hoping they would extend that to other APIs, and I'd love to see the same kind of mechanism for other providers.
UPDATE: I dug I to this a bit more and as far as I can tell OpenAI are still the only major vendor with a consumer key mechanism and it still only works for their realtime voice APIs.