There are some different factors being mentioned here, most of which are valid:
Without equal temperament, different keys have different “feels” to them, as the intervals differ slightly. With equal temperament, every half step is a ratio of the twelfth root of two in pitch, and intervals are out of tune in the same way in all scales.
Individuals who have the ability to distinguish pitch in isolation will be sensitive to the difference between playing the same piece, ie. the same set of intervals and harmonies in, say, the key of A instead of the key of C. That isn’t most of us, or at least not to the degree that it will sound drastically “wrong”, just a little “different”.
On many instruments, it is easier, at least in terms of basic technique, to play in certain keys. I don’t play keyboard, but I can manage to play some block chords with my left hand and pick out the melody with my right - if I’m allowed to do it in a key like C (no black keys!) or G. I haven’t trained myself to “know” the scales for other keys without stopping to think about it.
If you are going to play using folk chords on a guitar, G and D are the “easy” keys. A and C come next. For the rest, the principal chords will involve a bar (technically, the F chord for key of C is a bar, but it is often played without the sixth string in conjunction with other folk chords). Hence the popularity of Capo’s. And the electronic key-shifters currently available on keyboards.
A fiddle is tuned in fifths - E A D G - I’m not a fiddle player, but that does make the open strings cover the root, fourth and fifth in key of A, and the G, while not in the key of A is the dominant seventh in that key. I can see A being a “natural” key for fiddle tunes.
For stringed instruments, a lot of people have various “tricks” in their repetoire that involve some use of open
strings along with higher-fret stops, and won’t translate.
For a string band, A, E, G, D and C will be keys that people tend to like to jam around in.
Now, somebody tell me why singers seem to like B-flat and E-flat.