This has been covered many times. I just popped "index" into "Search RoboHelp Forums" and got 216 hits. One of the first was this thread.
http://forums.adobe.com/message/2703779 where it states
Keywords are not necessarily in the text of a topic as you can use any word as a keyword. For instance you might have a topic all about clothing and assign cotton as a keyword even though it is not in the topic. You are just wanting to point the user to a topic that might be relevant. That is why the link just opens the topic.
If you want the option of it working your way, then you need to submit a feature request. Please follow this link.
http://www.Adobe.com/cfusion/mmform/index.cfm?name=wishform&product=38
See www.grainge.org for RoboHelp and Authoring tips
@petergrainge
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