An application of the principle of intellectual charity would have gone a long way here. As a musician, I understood the OP to mean that even though a player may be able to play with equal facility in any key, the instrument will sound better or worse depending on the key.

Well, I've never heard of saxes (or any instrument) sounding better in one key than another, so I didn't consider that as a possible meaning. And I don't believe anyone can play with equal facility in any key, although from what our friend on this page was saying, it sounds like one of the main focuses in the jazz academy nowadays.