You are correct as to the alloy. Nickel is used to plate the keys and provide a smooth, shiny surface unto which the user places his/her dainty fingers.
Some of us who have fingers more dainty than the run of the mill have moved to silver plated keys. Aside from looking better, they also cause fewer allergic reactions than the nickel plate.
For those few who have trouble with copper itself, I don't know what to say. There are gold plated keys, but (just like all of the others) the plating metal itself is an alloy.
The problem lies in the way that metals are used. Virtually no application involving metal in any form uses a pure, 100% exclusive amount of any metal. Instead, all are alloyed with other metals (and other elements) to obtain final substances that wear better, bend better (or don't bend at all), and look better than the pure substance.
(Elemental iron is never seen for the very good reason that it rusts immediately, being very reactive. Instead, it's alloyed with a variety of substances (the most prominent being carbon, not a metal at all) to produce "iron" and steel.)
All of these systems (according to my industrial hygienists, who I once tasked with looking into the problem) contain some amount of copper as part of the "pure" metal, largely for metallurgical reasons. So, short of some sort of electro-deposited platinum coating, there'll always be a bit of copper that I have to contend with. Stupid element...