A DI box converts a high impedance, unbalanced signal to a low impedance, balanced signal.
If plugging a high-impedance electric guitar output into a mixing board, then unless the board has dedicated high-impedance inputs, you'll want to go via a DI box.
In your case, with the keyboard, the outputs are already (probably) low impedance, though they are (probably) unbalanced. The reason you might use a DI would be if you were running a long unbalanced (2-conductor) cable to the mixer and having problems with noise being induced in the cables, as the balanced cable system will cut out the noise much better.
If your cable run from your keyboard to the mixer is short and you are not having noise problems, then there's no strong reason to use a DI.