It sounds like, for whatever reason (possibly sound file format issues) the original sound files did not get converted and saved into Keynote, since there are no sound files in the Keynote package.
What I would suggest is, in the trial version of PowerPoint, try saving the original PowerPoint .pps file as a "PowerPoint Package". What this option does is create a folder that has both the presentation
and whatever media files (including sound files) that it uses.
When you do this, look in the folder, and see a) if there are now separate sound files in that folder, and b) what format they are in. If they are in a format that Keynote doesn't understand, you may need to convert them to something like MP3, and insert them into the saved Keynote version.
PowerMac G5 Mac OS X (10.4.7)