I just tested this on Fedora 33 Workstation using VirtualBox with Win7 64-bit as the host. From what I can tell it seems to work fine after downloading Chromium on it.
Did you reload the udev rules after the change?
eg. `sudo udevadm control –reload-rules`
Does `lsusb` show KeepKey being detected? It should show up there whether the udev rules are set or not. Also in Chromium, goto `chrome://device-log` unplug and replug KeepKey and see what shows up there. It should log some kind of event when you plug it in even if it doesn't have the right permission.