https://www.gamespot.com/articles/destiny-2-guide-how-to-avoid-losing-your-leviathan/1100-6453670/

There is a problem with Destiny 2's raid system whereby raid keys for the Leviathan challenge are getting removed from players' inventories. That's a problem. Bungie is aware of this and has now explained what's caused the issue and what can be done to avoid it.

There are two situations that Bungie has found to cause this problem, the first is that you'll lose your raid keys when signing in with an alternate character if that character previously had not been signed in since the latest weekly reset. The other instance where you can lose your raid keys is if you earn a raid key and then create a new character.