The issue of joining in already started songs is one of sound delay rather that key. The time it takes for the sound to travel between areas of the ground means, if you join a song you hear from front of the kop when at the back, that sound travels back and is by default out of sync.
So if the drums power in, they will be out by a fraction, thus causing momentum to be lost.
You can see the ripple effect if you watch carefully when they to a Wednesday chant and the ground all join in, is like a very fast Mexican wave as the hands go up