When creating a new scratch org you have the option of specifying the package and the installation key. This option is not available in a CI job to scratch org target scenario.

When there are dependencies specified in the sfdx-project.json file that requires an installation key the CI job run fails when the CI tries to install them.

There needs to be a way to specify the installation key, either by a custom JSON field in the sfdx-project.json, or on the CI job itself.