Using iPhone as a remote in keynote

The problem is that a step was left off. When you open the Keynote presentation and link the remote for the first time, you first have to tap the edit button in the upper right corner. This brings up the correct 'more' (three dot) button and the 'Allow Remote Control' is then in that list. I have added the instruction to the list below. I hope this helps!

Link Keynote Remote to another iPhone or iPad

You can play your presentation on iPhone or iPad and remotely control it with another.

1. Turn on Wi-Fi on both devices.
2. Open your Keynote presentation on the device with the presentation.
3. {Tap the edit button in the upper right corner}. Then tap the More button that shows up in the toolbar, tap Allow Remote Control, then turn on Enable Remotes.
4. On the device that you want to use as a remote, open the Keynote app.
5. Tap the Keynote Remote button in the toolbar. If you don't see the Keynote Remote button, tap the Back button, then tap the Keynote Remote button.
6. On your iPhone or iPad, tap Continue.
7. On the presentation device, tap Link next to the remote device.
8. Make sure that the four-digit passcode that appears matches on your devices, then click Confirm.

After you link your devices, learn how to use Keynote Remote.

Still in the same place for me on iPhone and iPad:

However see this note from Apple:

On your iPhone or iPad, open the Keynote app, then tap the Keynote Remote button in the toolbar

 If you can't see the Keynote Remote button, tap the Back button  < then tap the Keynote Remote button.