It looks like I am a minority.
First, I think he picks Dave. I think his discomfort is due to the pressure Scott's put on him. Keith knows he was going to pick Dave but he brought the lynch mob to Dave's room. Now, with the proof of Dave playing the game, he still picks Dave. It was a dumb move, and that's why he's uncomfortable.

Second, Keith put Dave in this spot. Keith played the game by saying let's be honest, Dave would have kept me over you. Why did he need to say it? To alienate Dave from Scott, and then he lobbies Scott about how hard Dave is playing. I truly believe that Keith spun this web, and masterfully played it that Dave was doing it all. Dave is the geek that had to play, longer than Keith, to be here this long. And now his 1 alliance partner is playing him. What was Dave to do?

In reality, 1 of their alliance partners was going to advance. I wish they just enjoyed themselves and let the chips fall. They beat the originals, and I wish that led to contentment.