There is actually a closed fermentation technique that uses the end of fermentation to carbonate the beer in the fermentation Corney but it should be regulated with a spunding/relief valve setup.
It should not hurt at all to have a few psi for sealing the keg. Put some pressure on it, vent until the hissing almost stops, then leave it alone. You can vent just a bit each day if there is still some fermentation going on. Lagering under a little pressure is fine.
Something is always fermenting....
"It's Bahl Hornin'"
Kegged: Bourbon Barrel Imperial Stout
On Deck: German Lager