By default, Impress starts up with the tasks sidebar open on the right, and the table design part is opened. Initially the keyboard focus is on this widget instead of the main slide view, which is confusing, because pgup/pgdown don't switch slides, but step through the "table designs". I don't even know what those things mean, because they are all the same grid pattern in different colors; its tooltip "Opens the Table Design" is completely useless.
Can't confirm on Linux with 4.2.0 RC3: right after opening a slide show, PgDown/Up switches to next/previous slide. Adding to the sidebar meta-bug, though.
I do not reproduce on Windows 7/64 & Version: 18.104.22.168
Build ID: 67f5430184326974072b65403ef1d9d934fc4481
What you describe is not the standard management of windows and keyboard shortcuts.
Could you test after resetting your profile as described here ?
I set status to NEEDINFO.
I can no longer reproduce this with 22.214.171.124.