Mentioned manual section is for CC v1.5.
This has been asked so many times... which makes me to believe CC3 manual does not clearly state the condition for generating FBX key file, while exporting out from CC (I did not bother to check).
This an easiest way to have key generated on export:

Note: If you need to export Mesh and Motion, then FBX KEY is NOT generated while:
* Selecting Current Pose
* Selecting Custom Pose, but NOT checking First frame in Bind-Pose
* Selecting Delete Hidden Faces in combination with ANY other settings.
In addition, you must not change character vertex / face count in Blender. For creating a cloth, better not to change anything for the character itself.
While exporting to FBX out of Blender, the only setting you need to change is to Uncheck "Add Leaf Bones" in Armature section.