This appears to be resolved now, there is a SF Symbols 5.1 link that I was able to download today.
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This appears to have been fixed, there is now a SF Symbols 5.1 that I was able to download successfully today.
Must have been an issue with adding the 5.1 update 🤷♂️
For Keynote you can:
right click on images in the SF Symbols app
select Copy image
then paste in to Keynote
I believe by default it pastes in SVG format, but you also have the option to Copy image as Where you can choose SVG or PNG and some options.