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The focus keyword is not the meta keywords tag
This is important to note, if you think the "focus keyword" field is where you fill your meta keywords: no it's not. I have a very specific opinion about meta keywords, which I expressed in my post: meta keywords, why I don't use them. Read that if you haven't yet.
Focus on your focus keyword
Think of the focus keyword as the topic of your page or post. A good post doesn't have multiple topics, it explores one topic. If you enter a focus keyword, the Page Analysis functionality will use that as input for its analysis of your post. It can only do this for one focus keyword at a time.
While that's a technical reason, working around that wouldn't be an issue. What is an issue, and also the main reason the functionality works as it does, is that we've found it's already hard for most people to focus a page on one keyword. Optimizing a post for multiple keywords without spamming is actually very hard. So, try and optimize your pages for one keyword and do that well.
[edited by: tedster at 12:59 am (utc) on Apr 15, 2013]
[edit reason] no specifics, please [/edit]