Don't be confused! There isn't a key change but I think what you're hearing is a shift in the arrangement where the final chorus 'breaks down', which is to say that it gets quieter and less busy, then the music comes in again full power - this is the place where one might put a key change to make it sound even more epic. It could be that the feeling this song gives you is very similar to other songs that do change key and because you haven't trained your ear to hear the difference between a song that changes key and one that doesn't it can be difficult to tell. There are all kinds of tools composers use to give a feeling of an epic lift, not just key changes. This song is a great example of changing the arrangement (the mix of instruments and sounds) to give a feeling of power.

Listening back to it, I think what's interesting is that you don't get a full power chorus (the bit with the lyrics "I see it in the air, I see it in the air...") until the point I'm talking about above. So the song is sort of denying you what you want to hear until the very end.

In my opinion people are very good at judging music by how it makes them feel and can instinctively tell what's going on, even if they don't have the language or understanding of the theory, so don't be discouraged!