No entiendo por qué la llave tiene que estar en() para que esto funcione:

# kbrandt at glade.local in ~ on git:master x [15:08:19]
$ cat host | jq '. | to_entries | map({ (.key) : .value.CPU.PercentUsed })' | tail
  {
    "rpi-b827eb2d7d23": 10.333333333333334
  },
  {
    "rpi-b827eb8d7c8d": 60
  },
  {
    "rpi-b827eba999fa": 40.733333333333334
  }
]

# kbrandt at glade.local in ~ on git:master x [15:08:54]
$ cat host | jq '. | to_entries | map({ .key : .value.CPU.PercentUsed })' | tail
jq: error: syntax error, unexpected FIELD (Unix shell quoting issues?) at <top-level>, line 1:
. | to_entries | map({ .key : .value.CPU.PercentUsed })
jq: 1 compile error