I'd expect the dealer to help with the valet key. Otherwise, I don't see anything missing. There is an "activities" dongle which is enough to open the car, and which is, AFAIK, waterproof. Lock the main key inside, carry the dongle, and you can get in to get the real key. Or that's how my "product specialist" (sales rep) explained it to me. I suspect that's not on the "dongle, no deal" list. NTL it wouldn't hurt to ask about.
Put it this way, at (new car) delivery in addition to the two black monsters I got the valet key, the activity key, and a red guest key (can use the car, can't get to locked stuff). Considering this is a dealer, I'd ask for all of them. Dunno what your dealer's got in mind, but that's what I got.