I believe if there's no PK at all, EF uses all of the fields/columns as part of the key info.Here's a nice explanation: by @SteveWilkes of why. But what do your entities look like? The other possibility is that it doesn't have a property because the association is inside a different entity, if this is a foreign key.
EDIT
This got me thinking. There are just going to be situations where you have to work with legacy tables having no PK, even if you would never create such a thing. What about views? EF is a mapper - it has to uniquely identify that record so it infers and defines this key. Yes, you could use stored procedures, but could you also hack the XML and remove the keys from the table definition?
AND EDIT AGAIN
After posting this, I see @Ladislav Mrnka already said a similar idea (cheating EF and updating its database description), so it has been done (WARNING: Consume at your own risk - never tried). Quick google got me this blog with clear instructions:
Close the model designer in Visual Studio if it is still open and re-open the .edmx file in an XML editor
Find the edmx:StorageModels -> Schema -> Entity Container -> EntitySet element that refers to the table in question
On the EntitySet element, rename the store:Schema attribute to Schema
Remove the store:Name attribute altogether
Remove the opening and closing DefiningQuery tags and everything in between them
Save and close the .edmx file
But really, who doesn't like a PK? Can you not add an id?