I was worried about Lenna, so I hid the key, but...Please! Take care of her!
Zok holds the key to the Torna Canal, which he dug out to connect Tule to the outside world. When Lenna arrived asking for the key, Zok pretended that he had lost the key, because he was concerned about Lenna's safety, but later gives it to Bartz.
Spoilers end here.