Interesting question. One would assume if you record the presentation of a Keynote, all visuals would be recorded. Turns out it’s not.
I tried myself, and any Quicktime loop is only exported once. Bug? In the meantime, you could modify your Quicktime move to play several times in a row.
You can do this in Quicktime Player 7 (everyone should have it), by selecting all (CMD-A), copying to the clipboard (CMD-C) and then pressing paste (CMD-V) several times in a row. Save the movie in place, it will be virtually the same file size. Hope this helps!