How to always show "Library" in the Finder its "Go"-Menu without holding a modifier key?
There is no system-tweak-able setting (for now) that will change the "Go" menu behaviour. 

Basically, whether you have a shortcut defined to open Library or not, you'll have to hold "Option" to make Library visible in the menu.

Alternatives from the comments for quick access to Library (as a workaround to it appearing) are to 


add ~/Library to your Finder toolbar
add ~/Library to your Finder sidebar
define a Finder keyboard shortcut
unhide the folder with chflags nohidden ~/Library
automate typing ~/Library and use Go To… Command-Shift-G
place the folder in the Dock or an alias to it on the Desktop (or elsewhere)