If you do not have or ever had a Gjallarhorn, do not accept any treasure keys as you are not worthy of them. Erase them from your characters inventory and vault. Once you earn your Gjallarhorn, you may then keep your treasure keys.
If you deleted your Gjallarhorn in the past, post a screenshot of your Gjallarhorn grimoire card with your gamertag for validation purposes.
Sorry guys; rules are rules.
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Look at all of these butthurt dickwads who are mad more people are getting a great gun that means nothing in a digital game that means nothing.