@joelucid,
Puzzling, but real. Yes, OOK does not involve directly changing the carrier frequency, but the act of modulation does! For a simplified explanation, just take the case of an "lighter" modulation scheme whereby the carrier strength is halved for a '1' bit. Then a stream of 10101... at say 1Kbaud would be similar to amplitude modulation with a square wave of 1Khz. This generates the familiar a.m. upper and lower sidebands around the central carrier. Now imagine the depth of modulation increases - the sidebands get fatter. In the limit, the carrier is completely cutoff for the period of the '1' bit - the sidebands don't vanish at this point.
So you end up with a similar relationship as the FSK case - the faster you modulate, the broader the spectrum spreads. Pass that through too narrow an Rx filter will loose signal entropy that will lead to decoding errors.