IE/Edge never implemented keygen, and Blink has removed it. Gecko and WebKit indicated interest in doing so. As such, we've removed it from the specification: https://github.com/whatwg/html/pull/2221 . Note that the parser behavior is retained, but it becomes a HTMLUnknownElement.
Tests for the removal are at https://github.com/w3c/web-platform-tests/pull/4402