how to have the same gradient fill background on all slides
1) You have to edit a "Master Slide" (menu: View -> Show Master Slides).

2) Then Edit the master slide (you can duplicate it if you don't want to touch the original). 

3) This automatically applies to all the slides.

See how the Slide 1 has now a gradient, even tho I have modified a Master Slide.



Play around (and Google) Master Slides in Keynote and you will likely understand how it works.