The design is evidently different because we might have never thought of a lamp that would need a key to switch it on. In place of a normal switch you use a key to unlock the lamp [or in other words turn on the light]. If one just wants something different for the sake of it to be unusual then the person can go for it, but the simple reason of having another key for a lamp in the already existing bunch of keys is rather unusual.

Should anyone having this lamp lose the key; unplugging the lamp might be the only solution if it is already in the switched on mode, but if it is not then may be only a locksmith can help. This Key Lamp has been designed by Hyun-Woo Sim.

[source: yankodesign.com]