I have figured it out.
The hint was here autofac registration issue in release v2.4.5.724
var builder = new Autofac.ContainerBuilder();
builder.RegisterType<StrategyA>().As<IProcessor>().Keyed<IProcessor>(typeof(ItemA).Name).InstancePerDependency();
builder.RegisterType<StrategyB>().As<IProcessor>().Keyed<IProcessor>(typeof(ItemB).Name).InstancePerDependency();
builder.Register<Func<string, IProcessor>>(c => {
var ctx = c.Resolve<IComponentContext>();
return (s) => ctx.ResolveKeyed<IProcessor>(s);
});
builder.RegisterType<MyServiceConsumer>().As<IConsumer>();
var container = builder.Build();
var consumer = container.Resolve<IConsumer>().DoStuff(new ItemB()).Dump();