Any way to be sure, that Macs don't come with built-in hardware keyloggers?
Any system can contain embedded an hardware keylogger or trapdoor. Most of them do contain the last one. But a keylogger isn't as easy a task to integrate in a completly undetectable way. A keylogger will have to log.
Here is the weak point where you will be able to detect it.
Whichever is the way to log a keylogger will use, you will see something grow inside (hidden disk space, hidden memory space) or escape one way or another (network, light, radio-wave, sound, infrared).

When I look back at the way some bug in serious software aren't fixed, I can be nearly certain that a keylogger won't stay undetected for long.

A keylogger will talk and bug.

Taking into account the risk involved for any company trying to make such an evil minded choice, and a dangerous one (the keylogger once discovered will also be used by the enemies)
I doubt any risk aware company will take this risk.

From my point of view, this is clearly a vital and an unacceptable risk.