I could not find an already-existing "idea"/feature request for this. A discussion on this topic exists here:
https://community.adobe.com/t5/after-effects-discussions/select-keyframe-at-cti-playhead/m-p/9003274
To restate, some of us need a command (that we can map to a keyboard shortcut) that will select a keyframe(s) at the CTI. There are navigation methods to move around the keyframes but this does not automatically select them. Start with a new General Preference: "Automatically select keyframes at CTI". NOTE that this preference should not interfere with the already existing auto-selection of keyframes by other circumstances. For robustness a new menu command "Select keyframe at CTI" should be added to one of the drop-downs.
If keyframes are already selected when the user selects the new command all keyframes will be DESELECTED except the ones at the CTI based on some type of precedence algorithm which will need to be developed. One suggestion to get the ball rolling:
1) Selected property(-ies) of selected Layer(s) - if more than one property or layer is selected, then ALL keyframes at the CTI will be selected.
2) If one property on one layer is selected then only those keyframes will be selected by CTI
3) If one layer is selected but no properties - any/all keyframes on any/all properties of that layer will be selected by CTI.