I used to dump the break material from the kettle into the fermenter. I did this partially because it was easy, partially because I didn't want to lose that volume, and partially because of what I read about yeast health and the benefits of break protein. When I did this, I occasionally got a cloudy beer that only cleared up after extended cold conditioning. Once, I used gelatin finings in the carboy to help this.
Since then, I have stopped adding the break and trub to the fermenter. My beers are always extremely clear without finings.
I am not sure if there is a connection between this result and the practice of putting break material in the fermenter or other practices, though.