I hope this is in the latest Keynote or coming very soon - it's my biggest issue right now when prepping slides for my classes.
From limited testing, it looks you can round-trip them, too: if you copy an equation in Keynote and paste it back into Pages, you get an equation that you can edit.
So, it seems it shouldn't be hard to add this to Keynote.
But realistically speaking, I think they're just doing it because Word supports LaTeX syntax already.