The reason you need all of your remote keys during a programming session is...this procedure initiates communication with the GM (the control module for FZV/DWA...central locking & anti-theft alarm siren system)...when a key is initialized...the GM assigns a key code & new rolling code table....any remote key not programmed during this session will not have the new info...so the GM will not recognize it for lock/unlock & arm/disarm of the vehicle over the RF frequency the key is sending the data over (315MHz in USA/Canada...433MHz in Europe/Austrailia/other markets).
I'm glad, too that the info about the remote keys was corrected. Yes indeed, there are multiple systems in the remote keys. It contains EWS (self powering) transponder, FZV (central locking) & DWA (anti-theft alarm siren system) which both use the battery inside the key to power its transmission.