Also playing saxophone.... Knowing how to play a single line instrument is different than one that harmonizes with itself. Make a mistake on Brass or woodwinds and you are only a single note away from a reasonable right note. Playing a chordal instrument is not quite as simplistic in the approach. You are in fact playing multiple linear lines. So, if a brother wants to chime in and say it is equally difficult to play in all twelve keys on a brass axe as it is on a multi layered keyed one, I would question if he actually ever sat down and looked at his theory past the melody line. Harmony study is what it takes to play keys...
I, for one, found a completely new, and deep respect for the key players after jumping into that arena. You have to look at all the layers of the cake being served not just where to place your musical icing.
Wolf