Honestly? Aside from the obvious liability and somewhat nagging lack of a wheel lug, under normal driving conditions IF the other 5 are properly torqued it shouldn't really make a significant difference. I'm sure I'll get some heat from people on it, but really 5/6 properly installed lug nuts under normal driving conditions will not spontaneously cause a wheel to fly off on your road trip, now if you were wheeling somewhat hard...then perhaps a case of some concern could be made. But that's not the main reason you made this thread really, we all see those clunkers rolling on 3/5 Lugs day in and day out with no problems.
The real issue here is a Dealer who was unaccommodating to your needs. Now I'm normally one to jump all over a Dealer who does bad work, but the work wasn't the issue here. I've broken a couple wheel locks by accident in my days and I have had many more fracture and break on their own (more than likely from improper prior use of either the previous technician and/or owner) so for me to say definitively that it was the Dealer's fault that they broke your wheel lock is hard for me to stand behind. It becomes a bit of a gray area (assuming the dealer really isn't at fault and it was just a freak accident) because while the vehicle broke in their possession, it wasn't their fault really; similar to how if you brought in a vehicle that decided to throw a rod for no reason when all they did was an Alignment.
That being said, that doesn't mean the Dealer couldn't use this as an opportunity to keep a potential customer by going the extra mile. There are some legal issues that make it a bit finicky for the dealer to lend out things like Wheel Lock Keys (granted, the keys aren't serial numbered and it would be a stretch for someone to nail the dealer for it) because of liability concerns. For example today a customer who lives a good 30+minutes away from the dealership had her Highlander programmed for an additional Smart Key, the problem is the small physical backup key is laser cut and we cannot mail her the key in the mail and thus the customer must physically come get the key in person because of legal issues. So I can understand the Dealer being reluctant to give a customer a wheel lock key, let alone one who is going away for a long road trip.
That still does not absolve the Dealer of this opportunity to both be a better business and retain a customer. TRD Wheel Locks tend to come from the factory already installed on vehicles so its not like they could just crack open a customer package and re-use it on a PDI (Pre-Delivery Inspection) at a later time when they can have a replacement Wheel Lock Key shipped to them at their convenience. But they still should have either offered to eat the wheel lock kit themselves, or at the very least discount it to you (assuming they had one in stock). Even if the wheel lock kit was not in stock they should have at the very least offered replacement non-wheel lock lug nuts (again if they had them in stock, which they should since I believe they are just standard wheel lug nuts if I remember right).
Now to many people an obvious solution is to recommend an aftermarket set of wheel locks easily attainable from most local tire shops (Gorilla Brand are pretty close to TRD style), there's only one small wrinkle which is that Dealers are sort of structured to where they are not supposed to offer Non-Factory Parts. For example I had a 1st Gen Tacoma who needed an entire steering system (Rack, Hoses, and Pump) which ended up being a bit north of $3k including labor and "Red Box Parts," even though we use Car Quest parts on our Used Cars (even the Toyota Used ones sometimes to save money) we couldn't offer a Customer those "Non-Factory" parts without getting yelled at by higher ups, even though the price would have been a more palpable sub-$1600 repair bill and more reasonable to a prospective customer (in the end the Customer caved and paid for the repair, but I genuinely felt crappy for it and wished I could have saved him the money.)
In the end there were plenty of solutions that the Dealer didn't bother even trying with you which is rather sad, it reminds me of the direction the current dealer I am working at is going and part of the reason I'm strongly considering moving to other venues.
