While you are carrying the Master Key of Thievery, all door and container traps that you would have triggered are automatically removed without any triggers and probably not even any message indicating a trap was disarmed. If you actually want to trigger these traps for some reason, you can drop the Key or put it in a bag.

Possibly, these effects are suppressed when the Key is cursed (for rogues) or non-blessed (for non-rogues).