Completed 3 treasure maps tonight and in all 3 cases finished with Red Chests on the screen (5 in total over the 3 games) but I was not given any Glory Keys as per the listed rewards in the right hand margin.
Red chests can give more than just glory keys—you probably got gems or gem keys (both of which are better than what you wanted), glory (also better than the keys, since you can purchase weekly content with it), and/or souls (if you were unlucky).
See the screenshot(s) showing the possible rewards here: https://gemsofwar.zendesk.com/hc/en-us/articles/205368765-Treasure-Hunt-and-Treasure-Maps
EDIT: The images listed aren’t the exact, guaranteed rewards (no one really wants a single gem, glory, or soul, after all), but are rather the possible loot rolls. If you roll, say, souls, the game will then roll how many to give you. Should be more than 1 