It is supposed to be like that. Every time you get a key piece, it is exponentially less probable that you will get another key fragment! But no cause for alarm here, all is well. This "drop rate" resets once every 30~ days! So after 30ish days from your first key-drop, after the last refresh, you will start gaining keys rapidly again. That might be somewhat confusing, let me give you an example.
Key fragments work like a pie. When you win one key, you take a <decent> size piece of cake. Then your 2nd key, you take a second, larger, piece of pie, and so on. Now imagine that pie was a pie chart, and you were spinning a "spinner" game piece on top. Your odds of landing on a "pie" section are slimer, 'the more pie you take' (the more fragments you win). 30~ days after your 'first piece of pie' (first dropped key fragment), you get a 'new pie to start eating.' (The fragment drop rate resets).
' ' ( ) Act as interchangeable words, meant to simplify.
Get it?
Edit: I have read of some people going on 50-75 game streaks without a key fragment, after they have won a few.
Remember, only winning games have a chance to drop key fragments!