I've done both, and it seems like it takes quite a bit longer to extract the flavors out of the dryhops. At room temperature, I've dryhopped as little as 3 days, but with adding the dryhops to the keg, the hops stay in the keg the whole time. It sure seems like the hops flavor is best right before the keg is empty!
Broken Leg Brewery
Giving beer a leg to stand on since 2006