
Keys are only a symbol that you are giving up possession. I know of no law that required that keys be sent to the landlord at the time of vacatur. The failure to give the keys does mean that you haven't vacated the premises.
If you are in breach of your agreement and left before the end of your term, your landlord can hold or apply your security to meet your lease obligations. If you are fully paid and have no other financial responsibilities (including repairs to your space) to your landlord, then your security should be returned.
Walter S. Jennings