This might be a bit obvious, but here goes:
If you have wlan with a security key connected (like WPA2-AES) and have trouble adding another wlan connection with security key. Typically Jolla willa ask you for the key but the connection attempt fails, and after the first attempt Jolla will not ask for a key anymore.

Disconnect existing wlan connection first and then try to connect to the new network. Jolla should now prompt for the key.