I have learned in solfege classes when I was a kid that each sheet music of a musical piece has a key signature made out of sharps or flats.
I understood that this key signature changes when the piece is transposed.
However it is unclear to me why some musical pieces use a complex key signature (e.g Bb minor) when the whole piece could be written a half-tone above, and alterate C and F instead.
For instance; "Clair de Lune" from Debussy, which is played mostly on the "black" keys of the keyboard:

Is it a matter of making it easier to play for the fingers ? Because it seems to me harder to read than if it was using primarily the "white" keys, and alterate few black keys.
Other questions: I remember that when I had to start to study a new musical piece, my piano and solfege teachers were asking to guess and play the related scale and chords.
I didn't understand why at the time. Is it a good practice to 'feel' and integrate the key signature before playing?
Also I remember they asked me to guess the tonality of the music piece. I never really understood why it was so important?