Stunned, I don't think asking for the key is necessary, but if you really are uncomfortable with her coming and going at will, have the conversation with her. Tell her that you since she no longer lives there, that you would like her to let you know when she needs to come over so that you can plan accordingly.

If she objects, just point out that you would not show up at her place unannounced, and you would like for her to reciprocate that level of respect.

M - 9 1/2 years
5/5/16 - Bomb drop - 3 week EA
10/31/16 - We sold house
01/10/18 - D Finalized