If the flywheel was loose enough on the taper for a piece of key to become lodged out of the keyway and within the taper- the flywheel would be wobbling and near fall off after the nut was removed.
More likely the flywheel is just in position properly and bearing on the entire taper surface and was correctly torqued down.
The key just holds the correct timing, the taper fit holds the flywheel in place on the crank- the correct puller should move the flywheel evenly and easily, but it never hurts to give it a dash of penetrating oil while you wait for the puller to arrive.