I'm not sure I can agree with the last statement, however, because the rooms seem at least as much of a pain as acquiring keys. And there is no way to save them up to make multiple roof runs. And each character that goes needs to complete each room. At this point, I'd take gathering keys over this system. Perhaps I'm missing something with respect to rooms, that is always a possiblity.
What I mean here is the quality of the loot compared to other encounters in the game is far better. From what I have found myself Exodus is the only other thing worth farming that can produce the same (maybe better) than shadowguard. Getting keys for Exodus drives me crazy. Its all RNG. OK you can craft them but that is also bit of a pain. With Shadowguard and the rooms you can do each room, take a break come back to it etc. I much prefer it this way. You could spend hours down in Exodus trying to get that one last key! Its similar setup for Exodus where everybody needs a set of the items (apart from one) to enter. Other encounters where only one person needs the keys to take the whole party in are good for this reason but I find the loot nowhere near as good. Lady Mel, Proxy etc. Scalis on the other hand can drop some nice stuff.