I haven't worked for banks for as long (only six years), but I have seen some things happen when tellers take home those keys.
On three different occasions at my last bank, the tellers made copies of them and then used the copies to get into other people's cashboxes.
I guess that's just one scenario I thought of off the top of my head that could be a problem (I know it's not the norm, but it did happen...)
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The beatings will continue until morale improves...