The hysteria engendered was supposed to have been at an event which was no more than a preview of today's kickabout involving the Harrods' Works XI on their big day out at Old Trafford, though possibly exacerbated by the regenerated speculation that England awaits him. Part of his allure is the sheer unpredictability of the man.
Who would have expected him to depart St James' Park quite so expeditiously? Who would have expected him to touch down again at Craven Cottage? Even his firm declaration, right from the onset, that the England job was not for him still offered considerable scope for conjecture. This on a day when the bookmakers had suspended betting. Keegan suggested ingenuously that it meant all bets were off. A man of the Turf, as he has become, knows that it means the opposite.
Keegan is, as he himself admits, an adventurer. "My wife knows what I'm like. I can be sitting there at home thinking about racing and breeding horses; the next moment I'm in London being appointed Chief Operating Officer - whatever that is - at Fulham. That's me. As a player, I could have gone to Juventus and instead I went to Southampton. Sometimes, I don't know why. It's all about adventures, and we've got a massive one on Sunday."
Earlier, Fulham's benefactor Mohamed Al Fayed had arrived by helicopter at the Five Lakes Hotel and Country Club in deepest Essex - where Keegan's men have been preparing for today - with the defiant declaration that "Keegan stays". It would not be entirely unexpected that Mohamed would move mountains to retain the character it took so much persuasion to entice into his golden kingdom. But when, and if, that momentous offer is made by the FA, is he actually going to stand there and obstruct his adopted country in its attempts to determine a successor to Glenn Hoddle? The man from Harrods might just be depicted as a contemporary manifestation of Herod.
From Keegan, there was the firm, politically expedient, denial. "Anybody who knows me will tell you that, when I say I'm going to do something, I do it. I've got a year and a half left here, and I'm going to see that out. Beyond that, it would depend on how Fulham are doing. I've made a commitment to Mr Al Fayed and the Fulham fans."
Yet, he later issued an addendum, which might prove to be more relevant. "I didn't come back to manage Fulham; I found myself in that situation. I came back to oversee. I fetched Ray [Wilkins] in and it didn't quite work. I found myself back in and I've just got to make the best of it, and I am. I would have been delighted if Ray had been sat here today rather than me and with me in the background, and we'd had this run. That's what I came to do."
Then this, the most telling line: "If someone came along, I'd step aside." "Next week?" asked somebody, followed by a typical Keegan quip to head off a ticklish direction of questioning at the pass. "Let's beat Man United first."
England supporters adore him because there is nothing craven about the man from the Cottage, such a source of Thames-side inspiration it's a wonder that the Dark or Light Blues have not employed him come Boat Race day, never mind the black and whites. There is a sense, where the England job is concerned, that even if he turned out to be a failure, it would be a hell of a lot of fun discovering that fact.
The accusation may flourish that he would be temperamentally unsuitable once results did not reflect his natural optimism, but that applies equally to just about every other candidate, other than Terry Venables. There are few of that ilk who can say that rationality and good grace accompany a defeat. Here, he addresses himself with patience and aplomb to the kind of questions which could easily induce his more petulant side. "Who's the best partner of Andy Cole - Dwight Yorke or Peter Beardsley?" was one. "I don't think even Andy Cole would want to answer that," he responds politely.
Keegan is not always so diplomatic. Most of us have observed his prickly side, too. How he refused to speak to the BBC for about three months because Tony Gubba had the temerity to question him - Keegan believed in unfair circumstances - on the incident involving Newcastle's Tino Asprilla and Keith Curle at Maine Road.
Those who seek to prosecute him will always submit the people's exhibit A, a piece of BSkyB video tape, when Keegan supposedly "lost it" in the psychological duel with Ferguson during the 1996 title run-in. "I'd love it if we could beat them," that picture with headphone- wearing Newcastle manager presenting an indelible image of seething self- righteousness. "I'd love it."
Today, he doesn't attempt to circumvent that issue. "I don't regret it. I said what I felt in my heart at the time. I felt that Alex said something that I thought was a bit below the belt, that Leeds may not be trying against us, before we played them. But we're good friends, we've worked together since, we talk about players and we share a passion in horses. I'm a massive admirer of what he's achieved."
He added: "It would be boring if we were all the same. We'd be robot managers. I'd put myself more in the Strachan/O'Neill style of management; not scared to say what you think, not scared to show emotion. There's nothing wrong with that."
You gain the clear impression that Keegan has mellowed during the hiatus in his career. Maybe life is more comfortable at this humble level? "Please don't think there's any less pressure on the manager of Fulham or Wycombe or York City than there is on Alex Ferguson. There's no more pressure walking out before 36,500 Geordies than walking out at Fulham in front of 10,000. It's not. The pressure is what you put on yourself. When you set targets there's a pressure to reach them."
There still exists a degree of surprise that the former England captain not only returned to football management, but in the south. His wife and two daughters are still based at Wynyard on Sir John Hall's estate, and - unless England intervene - it will continue to be weekend release for family visits only. Even then, it means rising at 5am on Tuesday, or Monday, if Fulham are playing on Tuesday, to allow him to catch the train to London which enables him to be at training at 9.45am. He does not return to the North-east until Saturday, directly after a match.
Yet it is a sacrifice he readily makes; a challenge that many would relish, and not just for his reported pounds 500,000-a-year salary and five per cent of the club. "Mr Al Fayed asked me what I needed financially to get Fulham out of this division, and I've got a budget, and there will also be one to get us out of the First Division if and when we get promoted." Philippe Albert was an "extra", whose wages have been financed from Fulham's Cup run.
He added: "A lot of people thought he [Fayed] was only interested in selling the site, but he's the one man more than anybody at Fulham saying 'We've got to stay here. This is where Fulham should play.' The priority here is the team. You've got to start with that; you can't build a nice stadium, then put a team out for it. We've got a team that I'm proud of. I think we're ready player-wise to go to the next stage. We could get turned over on Sunday, but if we play to our maximum potential we might cause the biggest shock in the FA Cup most of us can remember." Except that it wouldn't actually be a shock. It would just be another extraordinary episode in the Adventures of Kevin Keegan.