I don’t know about keychains, but antistatic wrist straps are absolutely a thing and are very important for people who regularly work with electronic hardware. But I think you’re right in that these devices use a ground wire. There’s also antistatic bags, but again, it just protects what’s inside, and doesn’t discharge you unless it’s touching something else it can discharge to, I believe. Ultimately these are tools used mostly to prevent you from building up static while you work, and not really something you could just wear around the house.