Your two observations are entirely correct. I don't know why you'd use individual tabs for notes... for the reason you noted. But, you can make Keynote stack the tabs:
- go to the configuration settings dialog (press F5) - click on the "Chrome" node in the tree - check "Multiline tabs"
Not sure what this will do in your case, but multiline tabs are possible. My suggestion would be to start arranging your tabs into nodes in a treepane in one of them. While tabs are extremely powerful, they have to be used with care... if everything is special, nothing is... hence your problem with scrolling the tabs! Enjoy Keynote,