newbie-Ron said
Something has confused me for a while with sheet music.  This doesn't happen that much, but it does happen.

Sometimes, a piece will be in a certain key, but the actual notes in the music are missing one of the flat or sharp notes in the key signature.

If the key signature is A major with F#/C#/G#, then I'm watching out for those special notes, and expect to see them.  Let's say this tune has F#s and C#s, but no Gs anywhere to sharpen.

In this case, why didn't the composer label it as Key of D major instead, since that would have worked too, and been less confusing?  

Occidental music got more and more complicated over time and people began to mix scales. As was pointed out before, a musical piece will always tend to return to the keynote and end there. But a tune in A major can absolutely start in F# major and finally end in A major. It can also start in minor and will finally end in major. Though some compositions are even more tricky and deceiving, you can hear where they seem to go but then finally it ends like nowhere. So then the keynote is where it would have ended if the final cadence hadn't turned out insane so to speak. Knowing about chords is the best way to gain hearing experience so you hear where harmonics are aiming at. Because chords are derived from the scales, so every chord belongs to a certain scale.

No, in art you cannot expect the predictability you expect, that would be very boring. All rules which have been stated have been broken later. If not everything would sound pretty much the same. Melodies would be very dull, if all notes of an A major scale had to appear in them. If that note would have been there it likely would have been G# but sometimes you even play ♮G if there's a natural sign. The idea is to compose a beautiful melody and not too put all eggs into the basked to have them complete.