Additional meeting and call-related features and issues within Microsoft Teams for business
Hi,
I believe this issue is related to choosing the keynote 'Window' and when going full screen in your application window Teams detects that as a new 'Window' and stops sharing.
Try using the 'Desktop' share option. This way when you go to press 'Play' on your Keynote file it will keep sharing to Teams.
Cheers,
Mr T