Can't reduce cost of query plan and get rid of Key Lookup because of cursor

I have tried to create a non-clustered index on the fields that are in the output list which are created_by and Chk1002 .I don't have a column called Chk1002 anywhere . I have read here that it has to do with the Cursor . Is there any way I could keep the Cursor and get reduce the cost of the Query plan and get rid of the Key Lookup? DECLARE @ClaimUniqueNo INT DECLARE ClaimAudit CURSOR FOR SELECT CA.Claim_Audit_ID, CA.Claim_Audit_Action, CA.Create_Date, CA.Created_By, C.Claim_Status FROM dbo.Claim_Audit_Tbl CA LEFT JOIN Claim_Tbl C ON CA.Claim_Unique_No = C.Claim_Unique_No WHERE CA.Claim_Unique_No = @ClaimUniqueNo ORDER BY Create_Date ASC