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Ah, that's why. I haven't added my Active Key yet on KeyChain. I thought the transaction is as simple as buying and sending cards.

Buying/sending cards also require the active key because assets are sent from one account to another and require a higher authority than the posting key.

Really? How come I can buy and send cards using Hive Keychain and yet I cannot vote for a proposal without entering my active key?

No idea. I am being asked for my active key both when I move assets on Splinterlands and when I vote for a proposal. Both with Keychain.