After much plumbing through the source code, python-gitlab and the Gitlab API I found out why I cannot update my ssh keys through this module - because it expects the user to have admin rights on the server. This could be made clearer in the requirements because the Gitlab API allows one to change his/her own profile, it's just that the module or the underlying library doesn't cover this use case.
Peter Nagy
Fabio Alessandro Locati
James Cammarata