(most of this is conjecture but I'm reasonably confident this is what happened) If Oscar spawns with the symbol of Avarice while you're fighting the Asylum Demon, he doesn't drop the Big Pilgrim's key on his already dead corpse when you get there. It's resolved by a save and quit and reload, but it could be prevented by stopping Oscar from being allowed to spawn with the symbol.
(most of this is conjecture but I'm reasonably confident this is what happened) If Oscar spawns with the symbol of Avarice while you're fighting the Asylum Demon, he doesn't drop the Big Pilgrim's key on his already dead corpse when you get there. It's resolved by a save and quit and reload, but it could be prevented by stopping Oscar from being allowed to spawn with the symbol.