The three-way handshake between Key, Richie McCaw and IRB chairman Bernard Lappasset when the All Blacks won the 2011 World Cup wasn't the PR disaster it could have been. What it probably did was reinforce the fact New Zealand had hosted a successful tournament that was underpinned by government support.
It enabled Key to further establish himself as a friend of the All Blacks and man of the people. It almost seemed as if the All Blacks came to regard him as some kind of lucky charm - certainly the sort of bloke they felt was on their side and not as stiff as most of the suits they are endlessly forced to meet.
The closeness of the All Blacks' relationship with the National Party was brought up after their test in Napier. Was it cynical or simply smart electioneering that Key's first attendance at a test in 2014 was the last one before the election?
When head coach Steve Hansen was asked about the relationship with Key, he said it was neither exclusive nor politically driven.
All political leaders were welcome in the All Blacks changing room - they just had to ask.
But that same week, Daniel Carter tweeted he was voting blue, as did Jonah Lomu - not a current All Black, of course, but a man synonymous with the game to such an extent he might as well be.
The issue is not whether the All Blacks should have been endorsing a National or Labour Government. The bigger question in all this is not political allegiance; it's more fundamental. Should All Blacks be airing any kind of political opinion in public at all?
They have influence beyond what they can possibly imagine and their endorsement of any party or candidate - on election day or otherwise - will carry huge sway.
Perhaps it's fine if they want to use it, but not if their assessment on the merits of the National Party have been reached on the back of Key appearing to be a good guy when he pops in for a post-match beer.
To go public with their political leanings, they have to have a measured rationale as to why they feel the way they do. And once they have done that, they face being conflicted on many fronts.
In their quest to be better people, they are asked to be leaders in their community. Some players are from salt-of-the-Earth, working-class stock and, yet, as All Blacks, they are among the highest earners in the country. Also, what happens, having publicly endorsed National, if there's political change down the track? The Government and All Blacks need to be seen to be aligned and that could get tricky.
Dagg is the fall guy but something needed to happen to remind the team that sport and politics should never mix.