Copying text from Pages to Keynote
I found a way around the problem, but it is a bit awkward:
I pasted the copied text into a Word document first.
And re-copied from Word and pasted into Keynote.
It worked!
Ever hear of text clippings? You can select a body of text in Pages, click and hold on that selection, and then drag and drop it onto Keynote which will accept it in an existing Text box, or create a new Text box to receive that content.
Tested: Pages and Keynote v11.2 on macOS 11.6.5.