Turning on keyboard shortcuts... isn't the simplest thing to do. You have to either previously know about them, or happen to stumble upon them buried deep in your settings.
This isn't really helpful from an accessibility viewpoint, if all your helpful keyboard shortcuts are impossible to turn on.
What would solve this problem is by being able to turn them on directly from the main site as well as in your settings.
If the site notices that a user is using tab to get around, it should offer to turn on keyboard shortcuts for them. This could be accomplished with a popup - with the focus properly transferred to the popup, of course - or a hidden option that only shows up when the tab focus lands on it, much like Google's "accessibility help" thing.