In spite of the naming pattern of the PromptSelectionOptions class ("PromptxxxxOptions"), it is not derived from the same base class as all other "PromptxxxxOptions" class. You do not expect the same Keywords operation as other "PromptXXXXOptions" classes provide.
The sole purpose of this class, in conjunction with Editor.GetSelection() method, is for selecting entity, not for other type of input. It is either to be completed (hit Enter key) or to be cancelled (hit Esc key). Its keywords are used for selecting something other than manually picked entities. You can see the code example coming with ObjectARX SDK for handling KeywordInput event of PromptSelectionOption class. YOu would notice the EventArgument in the event handler does not provide a way to cancel selecting process, rather the only action the event argument offers is to add entity to selectionset. This is the hint of the API designed gives: the keywords option in PromptSelectionOption is meant for selecting entities.
Basically, you cannot get out Editor.GetSelection() without hitting either Enter or ESC key. That means, you need to either use the combination of GetKeyword() and GetSelecction() to allow user to choose what he/she can go for next step (but once in the GetSelection(), hitting Enter or Esc is required anyway), or you can build your own selection method with GetEntity(), GetPoint(), and/or GetCorner()...these methods work with corresponding PromptxxxxOptions that provide keywords operation.