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You actually do not need to open the private key file to use on your encrypted forms. So, I am not sure why you need to do this.
But in any case, it seems that an application was already associated to files that have .key extension name in your computer. Because of this every time you open the file, the associated application (Keynote as it seems) was the one used to open the file.
You can change it to other application by selecting a Textedit application instead.
See screenshot below for how to
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