No, Keynote can not automatically take a multi-page .pdf and add each page as a slide. You can open the .pdf and copy and paste into Keynote. The easier solution, as you mentioned, is Automator.
Open a new Automator Window and add the following Actions
- Get Specified Finder Item (find the .pdf file you want to extract)
- Render PDF Pages as Images (will change each page to an image)
- Rename Finder Items (select to make sequential so the slides will be in order)
- Move Finder Items (select a folder where you want the new images to go to)
After you have done this, you can drag and drop the images into the Thumbnail Viewer on the left side of the Keynote document and each image will be added as a separate slide.