Keep straight on

you can say "keep straight on Main Street"...

It is definitely NOT so. The phrase makes perfect sense, and is often used (at least in Britain) when giving directions. It is often used when mentioning a landmark or feature on the route being described, such as a road junction, crossroads, roundabout (traffic circle) etc, where divergence from the principal or straight route is possible, but it is desired to emphasise that none should be taken. When mentioning e.g. a crossroads on the way being described, someone giving directions might say "go left", "keep straight on", or "go right". For a fork, it might be "bear left" or "bear right".

Keep straight on Pine Street after you pass the school.