This plastic tag came with my vehicle. It has some codes and a QR code on it.

 

Since it refers to KESSY, is it something I should hold on to? Would it assist with, or be required for, any future key-related issues?

I suspect it was used at the factory / dealer to identify the bunch of keys when they were stored away from the vehicle.

You should keep it. It would be needed if you needed new keys I’d expect.