Sometimes prototypes, manuals or documentations have to include links, sound or moving images so they can't be in the form of traditional print media.
Additionally some work can't yet be published online.
While it is possible to simulate websites with prototyping programs like Xd or Figma, their ability to display moving images, play sound or link to external sources is limited.
Keynote might not be the first choice for aniamtions or application prototypes, but it can create a clickable prototype of a website, that actually lets you navigate through links and menus. Here all chapter beginnings have a link back to the index.