Key Change Dramaturgy
Key changes can be not only effective musical tools but also very effective structural elements. Trying to build towards a climax in a piece that persistently stays in one key might not be the most interesting thing to do and approaching the climax through a key change will create a way more dramatic effect.
Also, the density of several key changes will help to make a piece more exciting or could also help to create a feeling of unsteadiness, depending on what effect you want to have. Especially in action and adventure sequences, a lot of key changes in very quick succession are used to create a restless and exciting feeling.