Insert references from Endnote into a Keynote presentation
From EndNote's documentation it seems they only support PowerPoint for Windows, not PowerPoint for macOS or Keynote. You could reach out to the developer of Endnote with a feature request.

From the website:


  Presentation support
  * Microsoft PowerPoint® for Windows 2007, 2010*, 2013*, 2016*
  
  *32-bit and 64-bit


As for Macintosh software supported, they do not list any presentation software. 

Macintosh compatibility and system requirements from EndNote's support site.