alland
Apart from the safety aspect, and the particular hazard already mentioned by
Treadigraph 
, the longer route is more scenic than flying direct Key West.
We flew outbound over the Everglades and joined the Keys somewhere between Plantation Key and Islamorada. We returned via Key Largo.
Overhead Everglades Airpark It was an overcast morning so the picture doesn't do justice to the beauty of the area. The top of the photo shows part of 'Ten Thousand Islands' - a chain of small islands and mangrove islets off the coast. If you have time to spare I recommend visiting the Everglades. Fascinating, especially if you're interested in wildlife.

(Not my picture)
Everglades Airpark is a pleasant quiet airfield. Airboats and yachts passing very close to the 15 threshold can be a little disconcerting at first!
Rob is correct.
The gap in the Old Seven Mile Bridge (south of Pigeon Key) was created during the filming of “True Lies” (1994).
By then, Monroe County and the Florida Department of Transportation (who own the bridge) had decided that portion of the old bridge would never be restored and agreed to the producers’ requests to allow a small portion of it to be blown up.
Friends of Old Seven is trying to raise funds (public and private) to re-open and preserve the old bridge.