Their ability to move through forests/hills without penalty (they will always move 2 tiles regardless of terrain) means that they can move into enemy territory very fast, meaning that the enemy has less time to whip or move more units to defend. Because you can hit the enemy so fast, they're basically caught unprepared.
The first strike is a small bonus. Against archery it'll just cancel out, but otherwise it can help a little.
Also, it synergizes with the Mongolian UB, the Ger.
Other players more experienced with Keshiks can probably elaborate more.