I do actually agree with you in general, felt Windows was easier to navigate with the keyboard - especially menus - but that specific one can be done reasonably easily as long you've enabled "Use keyboard navigation..." in Keyboard preferences > Shortcuts:

1. Cmd-space to get Spotlight, "pref" to match System Preferences (on my machine at least), Enter

2. Search is auto highlighted so type "keyb", down arrow, Enter

3. Tab to focus on tab bar, left/right arrow key to move between tabs (this one is a bit buggy, seems the "Text" tab steals the focus so you have to shift-tab back to the tab bar)