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I had altered the sites logo to include the keyword when I submitted the listing but the site owner replaced it without telling me, probably about the time the editor reviewed the site. :-/
So would it be a bad idea to ask DMOZ to alter the link text or could I be opening a can of worms?
I would say you were wasting your time trying to get it changed. The editor will have given it a title to help the user, not promote the site.
Probably all other sites in the category would like ""company_name keyword" for their own site, and really ODP will not make an exception to their own editorial rules for your site.
If you go for a review you are as likely to end up with a negative rather than positive change to your entry
My advice - let it be.
Asking for a change from an ODP-guidelines-compliant listing to a non-ODP-guidelines isn't a productive use of calories or electrons.
specifically
"Do not include superfluous keywords, unnecessary symbols and letters, company slogans or promotional language as part of the title."
The title should be the name of the business, regardless of what you put in the <title> tag of the page.
So no, requesting an update to include a keyword in the title will not be accepted.