A number of posts have reported the same issue, two workarounds:
check the paper handling options or equivalent in your print dialogue box and set to scale to fit
in the Keynote option, in the dropdown menu in the Print section, select Individual Slides
then choose Layout, and set the number of pages, when printed you will have multiple pages on a single sheet.
I have previously used this workaround with the previous version of Keynote - 09 but it isn't working with the newest version. IIn fact handouts printed with 3 sldies per page on Keynote 09 produced slide sizes larger than Powerpoint whereas they are significantly smaller since upgrading to the latest version of Keynote.