Custom Key Signatures Don't Sound!!
What is the point of having the custom key signature feature if they don't actually sound in your piece? It would be super helpful if they could sound in MuseScore 3.0 because I don't really feel like putting in sharps, flats, and naturals every single measure.
Comments
The "point" is that MuseScore is primarily a notation program which helps you create beautiful engravings/printed scores. It fulfils this goal by allowing you to create a custom Key Signature and use it in your printed music.
Above and beyond the standard notation, you have the option for such things as custom Key Signature, different Time Signature on different staves, etc.
Playback has been - and probably always will be - a secondary goal. You can, if you want, adjust the tuning of each individual note via the Tuning property in Inspector. Sure, it would be super-cool if your custom Key Signature could automatically do this for you and produce the sound you want but since this feature is probably only required by a very few percent of users it is extremely low priority.