PowerPoint file --> 'missing font' error when opened in Keynote

Here is our situation.

We have a nice PowerPoint Office 2007 presentation file (.pps) which opens on all devices -- Windows, Mac, desktops, tablets, iPhones. Only when opened in Keynote on a Mac the following error message appears:

http://ibin.co/2JmTbCJJNwa4

Please note:

-- the .pps file has 23 slides

-- all the slides are (screenshot) PICTURES ONLU, there is no written text in the PowerPoint presentation (at least we didn't write anything, and nothing's visible either)

-- the file can be opened after this message, but it is annoying for the recipient and we really want to find a way to save the .pps file without triggering this

-- saving as pdf is not an option, it must be the ppt/pps file

-- we know that the standard font in PowerPoint is Calibri, and Macs don't have this font installed, so we went to the Slide Master, and whatever we could find there that was set to Calibri, we switched to Arial. After we did that, though, we even got more "MasterSlide" error messages, see our screenshot above.

Again, the file does open, but we need to figure out what we can do to avoid this unprofessionally-looking error message our Mac user recipients encounter.

Thank your for your time!