Did you draw a keep-out, or just a regular polygon? Because keep-outs are for copper, and won't do anything if you don't have a polygon pour. Solder masks are already "negative" layers (solid areas have no soldermask) so you just have to draw with regular primitives. If you can, check in the 3d view. That's the easiest way to see what altium thinks about your soldermask.
Otherwise, you probably sent the wrong gerbers, or there is perhaps a conversion problem. I always check everything with a second tool (gerbview, from the kicad suite).