USB 3: keyed connector protocol adherence necessary?
Can I build a USB device with a type A receptacle or is this not
  compliant?


You can make a device with Type-A receptacle, but it won't be compliant to any USB specifications. Some early designs of portable HDD enclosures did this, steering confusion among users.

The main reason is that classic USB is a host-centric architecture, so there should be a host that supplies VBUS, and devices that consume VBUS (and/or use VBUS as a signal of "cable connect"). If you make a device, it must be a recipient of VBUS. The USB Type-A connector does not have any extra pins to swap port roles. More, you will need a Type-A-to-Type-A cable, so there will be a possibility that some user will connect this (illegal) cable between two classic hosts, creating VBUS source conflict between two systems and possible damage to ports.

However, there is a rise in demand for devices (mostly mobile) with necessity of having dual role USB ports (formerly known as "OTG", a meaningless term). So the industry is moving towards the dual-role functionality and truly universal connector, and the means to provide this is the USB Type-C connector. The legacy Type-A and Type-B connectors are systematically depreciated across the set of USB specifications. I would strongly advise to forget the idea of using Type-A on a device, and seriously consider Type-C instead.