One possibility would be to figure out how to get exiftool to copy the keywords from the .xmp files directly into the .heic files. Or else, I still need to figure out how to correct what's in the .xmp files. Both of those are beyond my exiftool skills,...
However, you CAN do what I do (which is a pain, I know) but that is, do your files up the way you wan them in illustrator, then bring in the .ai file into Photoshop, and save it as a .webp format. That's the only way I know right now to do that - which really doesn...