To answer your specific question:
- are songs really "written" in the keys you hear on the radio/CD/?
the answer is, "usually not."
The way it's been done for centuries:
1) The song gets written. Key is irrelevant. It may be written down in one key, but nobody pays attention to that.
2) A singer decides to perform the song. The singer transposes the key of the song to the best one that fits the range of his or her particular voice. When other singers perform the song, they chose different keys at will.
3) If the song gets published, it may be written out in one key or another at the discretion of the publisher. The key it's published in is usually one that's been chosen by a popular singer who had a hit with the song.
This changed a bit in the 20th century with the advent of recording and radio broadcast. At that time the public got accustomed to hearing a certain song in a particular key because they listened over and over again to a certain popular recording by a certain pop star.
Any instrumental musician worth their salt can play any song in any key. Your idea that some keys are harder to play in than others is illusory. Proficient musicians learn to play anything in any key.
To this day, in jazz, any song can be played in any key at any time. Get a bunch of jazz musicians together to perform, give them a list of songs, and on the spot, usually with the guidance of a lead singer, they will select different keys for each song just for that one performance. If the sheet music is written out in a certain key, the jazz musicians and the singer will transpose to any different key they agree on while they are reading the sheet music written in one key.
The big exception to this is rock music based around guitars. Rock music played on guitars is almost always written in the keys of E, A, or D, because rock guitarists tend to write an entire song around the capabilities of the guitar, which favors certain open strings as pedal points. Rock musicians generally don't learn to play any song in any key like musicians in other genres do. But for the other 99.9999% of music in the history of the world, any song can be transposed to any key at any time.