"In a lot of ways, it is the brutality of politics, which is when you are out you are really out."
Key was heading to France and Italy this week but got London added to the trip after Britain voted to leave the EU.
If it had been anyone else, the request would probably have been declined, and if Key hadn't already been in the UK for the fast-forwarded change of leadership, it may have been cancelled.
The fact that it wasn't is down to the Key-Cameron personal relationship and their long-standing membership of an elite club of friends, as leaders of successful Conservative parties and traditional allies.
Key and Cameron have been more than text buddies: the last time Key visited Cameron, last year, it was to the private country retreat at Chequers, which is not unusual, but to the birthday lunch for 11-year-old Nancy Cameron.
In his Newstalk ZB interview, Key seemed aware that the value to New Zealand of his visit was diminished to somewhere between "neutral to slightly advantageous".
Were the UK not in such a period of frenetic activity, it clearly may have been higher.
Cameron may have provided some insights and continuity into the likely new administration.
May, currently Home Secretary, will take over late tomorrow, early Thursday New Zealand time.
Key met May last year to discuss access of New Zealanders to live and work in the UK.
And from Key's own description of her, it won't be anything like the "bromance" with Cameron that underpinned recent bilateral relations.
"She is very much the straight-shooter. She wouldn't describe herself and wouldn't describe herself as being terribly flamboyant," said Key.
"I think actually she is almost naturally a little bit shy but she is clearly focused and she has got a big job to do."
Her challenge is vast because, as Key put is, no one has a clue what a post-Brexit environment looks like.