I just created two accounts using KeyChain without any issues, one in Firefox and one in Chrome.
Do you use the latest KeyChain version? Maybe your browser is running an outdated version (in older versions the create_claimed_account operation wasn't implemented yet).
Did you activate the KeyChain extension after you visited SteemWorld? Currently a page refresh is required for the extension to hook into the SteemWorld DOM.
Well, I have not gone and checked on latest version of KeyChain, also I did not activate after I visited Steemworld. I will give them a try and let you know in this thread.
Ok, let me know, if it helps.
Addition to my second point:
What I mean is that, the extension should be active before you visit SteemWorld not the other way ;)