Well honestly, I didn't ask the front desk for more keys than they gave me. So there is no harm in you asking for one for each family member.
Otherwise, you can let the teens have a key and keep one with the adults. It is only an issue you all four of you are going separate directions at the same time.
FWIW, my Son (16) asked for my key in the morning to go down so I gave it to him. My DD12 asked wifey separately around the same time (she figured I had mine with me). By the time wife & I walked down to join them, we realized neither of us had a key. So we texted them to let us in. No big deal.