[wmf]

The OS could display a random sequence of keys that you have to press to enable the keyboard. If the evil cable can't see the screen it wouldn't know what keys to transmit.

This is not a serious suggestion since it would be annoying to most people.

[DaiPlusPlus]

No more annoying than Bluetooth pairing PINs or iOS's passcode-to-use-USB prompts. If the keyboard has secure stateful memory (e.g. for a client-certificate or client-secret) then the user would only have to enter it once.