Good question. If it just doesn't work, you could create finder folders with the same names as the keywords and import them into final cut or import each keyword collection and add keywords after import of each. Will be dealing with this issue this summer a lot. In my case Aperture. What photo app are you using?
Mac Pro, macbook pro, Imacs (i7); Canon 5D Mark III/70D, Panasonic AG-HPX170/AG-HPX250P, Canon HV40, Sony Z7U/VX2000/PD170; FCP 6 certified; FCP X write professionally for a variety of media; teach video production in L.A.
I am using Photos at the moment. I do create albums and put photos into one them. I then go into Final Cut Pro then go to the photos browser. The keywords are added in Photos but unlike finder tags they don't transfer over. The reason for this approach is so I can manage where the photos go on an external drive should I need to hand off my work to another editor. I keep all the source files outside of the library and consolidate into a single folder. Typically an event is created for the photos and I drag the album folder into the event. This way I don't have to go through a bunch of folders on tne finder level. I may upload a video of what I am doing.