Check out this manual – it should have your answers.
I don’t know if the question is answered in the above link. I didn’t see it there, but I might have missed it. In any case, simple tests showed that the key sequence was ignored.
CPYTOIMPF uses SQL internally. Without an ORDER BY clause, sequence is never guaranteed. It’s technically possible to generate an ORDER BY clause from key info in the file object, but I didn’t see any reason to think that it was done.
Maybe someone else can supply an example where it works and a pattern can be discovered. Until then, I’d assume that keys aren’t honored.