The gelatine being in the beer won't hurt it. However if you do it in the keg, you will gelatine and yeast that settles out on the bottom of the keg and may draw some up when you tap it. It will be sort of gelatinous and yeasty. Some people who use gelatine in the keg shorten or bend the dip tube by an inch or so to keep it above the level of the fallout. I would think that after a bit though the area around the dip tube will be clear and as long as you don't disturb the keg you shouldn't get to much more coming out in the tap.
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