I'd guess that the previous owner lost one key (hey, i'ts been known to happen). A new key has to be ordered from a dealer - or perhaps a sophisticated locksmith. The key has a mechanical (cut) component, as well as an RFID chip that must match your car. In addition the key fob (which can be programmed by the user) locks/unlocks the car. If someone really wanted to steal your car after trading it in they could still have acquired a third key, traded in the first two, and you'd be none the wiser. Besides, I doubt that most people who sell/trade a car plan on stealing it back. How many times could you do that before being caught.
If I were you, I'd order a replacement key and not worry. You have a great car - enjoy it!