It doesn't hurt to use it in any style (I use "whirlfloc" which is a tablet but still the same substance as Irish moss), but in some styles clarity doesn't matter as much and you can leave it it. For example, a stout is so dark you probably don't notice if it's clear or not, or a wheat beer is normally cloudy anyway, so the Irish moss might not be as useful. But it won't hurt to use it anyway in all beer styles if you want to.
Broken Leg Brewery
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