Enterprise keywords, as defined by the platform, is not a site collection specific feature. All site collections in a web application (or tenant in your case) would share the same enterprise keywords. In addition, the native Enterprise Keyword field, as you noticed, uses a searching/suggestion behavior to help users find terms -- you cannot pick the keywords from a term picker.
What you can do is create your own "local" term set at the site collection level and associate that local term set with a new site column and add that column to your library in order to create the site collection term picking behavior that you are looking for. And while this isn't technically "Enterprise Keywords", the configuration will isolate terms within a site collection and give you a browse/select terms dialog experience in addition to the search/suggestion behavior.