Clipboards support storing different content for different MIME types at the same time. Atom would have to put text/html (or some other colored markup) in addition to text/plain into the clipboard and then Keynote would have to know what to insert. The infrastructure for interoperability is there, the endpoints just need to actually support it.

EDIT: Apparently, the problem is (or was in 2014) that Keynote doesn't support HTML and Chrome (Atom is Electron-based, right?) doesn't support RTF. Well worth a read: https://apple.stackexchange.com/a/124167