Not sure what you mean by "keys are already checked"? Are you suggesting we key everything on frame 0? That would add many rows to the dopesheet and make it hard to see the keys you care about.
In some cases, you don't want to key values until later in the animation, eg when something isn't visible yet. When playing animations using tracks, you might want an animation on a higher track to not key values at the start, allowing any animations on lower tracks to show through.
It's best to key the values on frame 0 that you actually need keyed. This is rarely all keyable values.