How can I save Keynote presentations as an auto-playing slideshow?
The way this is done with Keynote is somewhat different to the PowerPoint approach.

Instead of having to save the presentation as a different file, you only need to change your presentation's settings within the Inspector.

Assuming you're talking about the latest version of Keynote on macOS, follow these steps:


Open your presentation in Keynote
Click on the Document icon at top right of the toolbar
Under Slideshow Settings, tick the Automatically play upon open checkbox
In the Presentation Type drop-down menu,  select Self-Playing
Now save your presentation


Now when you open it up it'll automatically play in presentation mode.

NOTE: Obviously you can play with these settings if you'd like to achieve a different outcome.