[pyGame] Key Event not Working !...

[Mekire]

On an unrelated note, also of style, get rid of sys.exit(). There's no reason to import the sys module for this, and calling exit() at the end of your program is redundant.

The sys.exit call is a holdover from running pygame programs with IDLE.  IDLE would often hang if it wasn't included.  It is strictly not necessary, but often included just for safety.