Alumina may very well have a hardness of 9.0 on Moh's scale, but we're not checking the hardness of alumina when we wrench on a spoke nipple as the layer is very thin.
hardened steel has a Moh's hardness of 7 or so, titanium is about 6, iron is about 4 or so, and aluminium (depending on how much it has been work hardened) is somewhere between 2 and 3. the thin coating of alumina on top of the aluminium is a factor in aluminium's corrosion resistance, but does very little to protect aluminum from scratching as it is structurally unable to resist the shear stress from the scratching tool because it's only sitting on a chunk of metal at hardness 3. most spoke keys are hardened steel...