Even after you have purchased a Dungeon Key, certain Dungeons cannot be accessed until you first pick up the relevant Dungeon Questlines. You should check with Ikora Rey and Hawthorne at the Tower to see if either have the Quest necessary to allow access to the Dungeon you wish to play. If you are still unable to find any Quest for the Dungeon in question (after consulting online guides if necessary) there may be an issue with your platform not recognizing your licenses, which may require you to take steps to restore them: https://help.bungie.net/hc/en-us/articles/360049196071-Accessing-and-Restoring-Licenses-to-Destiny-Content (΄◉◞౪◟◉｀)