It's actually mostly explained in the text for the adventure.
These were the tombs where the garrison of the keep buried their dead. It's natural that there would be a shrine to Bahamut there, so that interment rites could be performed. The skeletons were later animated under the influence of the rift; they were not created by Bahamut. Praying to Bahamut subdues them, as a way of protecting those who worship him from evil.
It also says that Keegan hid in a pre-existing tomb. The only open question, it seems to me, concerns his coffin. The carving on the lid kind of suggests that the coffin was made for him to be buried in, but that doesn't make a lot of sense in terms of the plot presented. Some possibilities are
(1) the coffin was made for him in advance, like pharoahs built their pyramids while they were alive (this seems a big stretch to me)
(2) it's someone else's coffin, and Keegan took it over - perhaps the previous commander of the keep (kind of weird)
(3) as suggested earlier in this thread, maybe he made it for himself (I like this idea, as it seems like a delightfully macabre thing for a suicidal, guilt-ridden knight to do when he finds himself facing eternity there in undead form)
(4) it's just a random coffin; the keep was manned by soldiers, so the carving on the lid could be more generic than it seems at first take
I'm going to go with (3) as the most flavorful of the options. But I think this is a detail; the plot doesn't really have any serious inconsistencies.