We're In This Together is written in the key of D Phrygian.
According to the Theorytab database, it is the 6th most popular key among Phrygian keys and the 55th most popular among all keys. The D Phrygian scale is similar to the D Minor scale except that its 2nd note (E♭) is a half step lower. Chord progressions in Phrygian often rely on the major chord built off of this 2nd scale degree (E♭ major) which gives the key its distinctive sound.
See the D Phrygian Cheat Sheet for popular chords, chord progressions, downloadable midi files and more!