I would think that if you set up Powerpoint as your default app to open Powerpoint presentation, it would work the way you want. When you double-click a Powerpoint file, does it open in Powerpoint or in Keynote? If it opens in Keynote, then you need to change the default presentation app.
Single click on a powerpoint file, and press command-I to Get Info. In the Get Info dialog, scroll down to the “Open with” option. Select PowerPoint from the popup, and click the “Change all…” button. If Powerpoint doesn’t show up in the popup, select Other and navigate to Powerpoint.