I'm guessing that the lack of proper ssh key support is part of the desire to have nothing permanent on the device. Since one of the security aspects is to make it so that if you lose the machine, you have no risk of compromising your information. Having your private key stored on the machine kind of defeats that purpose.

That being said: when I was playing with dev builds on my netbook last year, the first thing I did was put my private key on it.