Importing photo captions

I am mystified why there doesn't seem to be a simple way to import photo captions to make a slide show. It's pretty easy to drag photos into Keynote but no way that I can see to use the underlying photo captions in a slide show. You basically have to type the info into a text box all over again. Am I missing something? I found an Applescript that will add an audio file that incorporates the photo captions but nothing that simply adds the captions to slides.