Same issue here! I checked if my keyboard was working fine in AOE2 on PS5 and it did, so it’s definitely a bug with AOE4. Will give it a few days to hear something back in here before asking for a refund, as I purchased this to play with M&K on PS5. Unfortunately this appears to be an ongoing issue for years on Xbox, and has never been fixed. It shouldn’t be advertised as having K&M support, so you will be able to get a refund as the game isn’t as described. Contact PSN.
In fact I’ll just refund just now and hope they fix it in a future update. Even if you’ve downloaded the game you’ll be able to get a refund by contacting PlayStation support, as the game is not as described.