Look, I don't know about everyone else, but unless I am playing stall here, I don't build teams with two checks and counters for every single threat in OU. There are certain pokemon currently in existence, such as Mega Mawile, Aegislash, Charizard, that all require you to have something specific to deal with multiple sets, or you just get destroyed. Its also worth noting, that all of these pokemon are potentially broken, certainly some of them (if not all) are getting suspect tests ironically enough, specifically FOR THE REASONS YOU JUST MENTIONED. Keldeo on the other hand, is not one of these pokemon. Aegislash loses nothing, utterly nothing between running its standard aggressive set, or switching to Sub Toxic: either set will ruin its standard counters. There is no luck involved here, and it means that whenever Aegislash shows up in Team Preview, if you don't scout its set before bringing in your counter, you could very well lose it. Compare this to Keldeo, your own example, that needs to get "lucky" with a 30% Scald burn to even have a CHANCE at beating its counters...and you have the nerve to compare that with Aegislash. Like seriously, that would have to be one of the most retarded things I have seen within this thread, which is saying something because as a moderator yourself, you can see deleted posts within this thread. I don't run BOTH a Latias, AND a Mega Venusaur, just because "oh shit, if Keldeo gets a lucky Scald burn I'm fucked", because Keldeo is hardly overcentralising enough for me to give up both a mega slot as well as another pokemon just because I might get "lucked". Does this mean I should be packing a third check / counter just in case either Venusaur or Latias loses to a Critical Hit????
By your own admission, Aegislash requires multiple checks and counters, on the same team, to handle, and thus that really seems to point to Aegislash being an unhealthy presence within this metagame. I will assume, for your sake, that I misread that intent of your post somehow, and you did not intend to promote the above argument, and thus will refrain from using words like "idiot" or "mentally challenged" to describe your post, but I don't think you can really compare Aegislash to Keldeo mate :/
My bad for wording it poorly, let me elaborate. When i say ''you need at least two checks for almost every major threat'' i am including revenge killers. So even though revenge killers are not generally considered as checks in practice, they technically are, just very shaky ones. So, even if you don't have two good checks to every big threat, i am sure that for the threats you have only one check you also have ~two more Pokemon able to revenge kill this threat in some way, be it a Scarfer, a fast Pokemon, or a priority user. If you have a strong check for X threat, you only need one or two revenge killers for the same threat. But if have just an ok check to threat X, you need another ok check to threat X, just having revenge killers to it won't cut it. So if you include revenge killers, you will see that indeed there are at least two checks to every team for major threats.
Also, even though some of the Pokemon i mentioned are getting suspect tested, there are others that i am pretty sure won't be getting suspect tested but still force you to run multiple checks or hard counters, such as Greninja.
Furthermore, of course Aegislash loses things by switching sets. If it uses SubToxic it loses coverage against important Pokemon (Bisharp, Clefable, Heatran, Ferrothorn, Digersby) as well as priority, if it uses three attacking moves it can't break through Pokemon such as Mandibuzz, Hippowdon, SpD Dragonite, bulky Mega Zard X and Mega Zard Y, with mixed sets it misses on a ton of survivability as well as on ability to switch into stuff and check offensive Pokemon, and finally with SD it gets checked by some physical tanks/walls that it wasn't before, such as Landorus-T, Gliscor, Rotom-W, and Quagsire, and similarly to the mixed set, stops being an effective tank. Of course you can cover the Pokemon that every set misses on hitting with your teammates, but so can the opponent, which can partner his Aegislash check with Pokemon that cover the teammates of Aegislash.
As for the reason you run less checks for Keldeo than you do for Aegislash, this is for two reasons. The first, which you mentioned, is that Mega Venusaur and Latias with Roost are pretty much hard counters in a vacuum. This means that you don't need another good check to Keldeo, just one or two revenge killers to it, in case the opponent manages to get past your Keldeo counter with his Pursuit Tyranitar, or Scald burns + Hidden Power Flying. Now, if you were running a hard counter to Aegislash, such as SpD Gliscor or SpD Amoonguss, you wouldn't need a lot of Aegislash checks too, just a few faster Pokemon able to threaten it offensively, which is not hard at all due to its common weaknesses. Yes, both Amoonguss and Gliscor lose to the SD set, but in the same vein SubCM Keldeo can beat Mega Venusaur and Amoonguss, but i don't see anyone not treating those two Grass-types as Keldeo counters. SD Aegislash is a solid set, but not on par with his overall most effective sets (the other three), because he needs to set up in order to start threatening stuff and leaves more room to cover it if you make a mistake in the beginning (say you bring in a wrong check, then you can just sac your least useful Pokemon in order to bring in your faster Ground-type, or you can even send your faster check immediately in if the situation allows it (eg. Bisharp, which only fears Sacred Sword and can OHKO with Sucker Punch)). The second reason is of course that Keldeo is not on the same level as Aegislash, but that doesn't make Aegislash automatically broken.
Finally, no, requiring multiple checks doesn't necessarily make something broken, there are threats that are even harder to wall or check and are not even close to broken (Greninja, Mega Gardevoir, Mega Charizard Y). Yes, all those Pokemon have flaws that prevent them from becoming broken, such as being frail, slow, or SR weak, but Aegislash has big flaws too, which have been mentioned plenty of times and prevent it from being broken, at least imo. I am not saying that Aegislash is on the same level as those threats, because we all know that Aegislash is one of the best OU Pokemon, but a Pokemon can still be the best without being broken.
And try to not always assume the worst out of my posts (in terms of intent), k thx!