Why is it when I save in Keynote, the file extension is .key-tef ?
When you save a document in Keynote you may see that the file extension is .key-tef rather than the .key you may be use to.
This is the extension for Keynote documents when you save them to iCloud for use on an iOS device, or another Mac.
If you change the folder to Documents you will see the file extension revert back to .key.
To avoid seeing this you need to stop using iCloud.