Well, the obvious question is whether you think you have more than one slide in the presentation. I assume it does, but you don't clarify that, and I try not to make assumptions.
Second to that would be some action or transition on the first slide that causes the presentation to end, rather than advance. Assuming you have more than one slide, this would be my first guess as to what's wrong.
Beyond that, does this problem exist in every presentation you create? even a new one? or just one specific presentation? That would indicate whether it is an endemic problem or something peculiar with that presentation.
Since many other people use Keynote, and I've neither experienced this problem myself, nor heard of others reporting it, I have to think it's something in that presentation, and therefore not likely to be something Apple can magically 'fix'.