I have exact same issue here.
New installation using a bootable USB device with the iso in order to install on a SSD.
No other disk at this stage.
Then when booting after the install without the USB in fails with the mdadm: no arrays found in config file or automatically message.
When booting with the key it works.
One thing is that when the key is plugged in, the SSD is on sdb and the key is on sda. I don't know if this is an issue.
When I plug my 4 other drives without the key it fails and with the key it works (even though SSD is then on sdc).
My raid is building. I'll see if this works without the key once done and I'll report it here.