Most people don't go sticking their keys into random people's locks. Yeah, Sora's weapon looks like a big key and there is a big lock, but as a general rule people won't think of trying to fit a key of their's in someone else's lock, nor think the two would fit. At most Sora would do it out of curiosity, not out of belief it'd work.
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Aaaaaaaaaaaaaaaaaanyway
The wall hugging in KH1. You can do it on the walls by the First District steps and a thin ledge in Deep Jungle's waterfall cavern. No where else that I know this can be done and it's kind of a shame this wasn't implemented more in KH1 or at all in future games.