My method of using a secondary for fining agents has been pretty good for me with beers that get trekked to events. Normally I would agree that it is easier to just fine and clear the beer in the keg, except that I need crystal clear beer to go into the keg because I will be driving the keg to a wedding site the day of the wedding and serving it there (it will get shaken up a little). Additionally I want to harvest the yeast. Since I want to have crystal clear beer go into the keg, I need to fine in the fermenter, but if I want to harvest the yeast, I don't want to have a fining agent mixed in with the yeast and trub. I understand using a keg with a shorter diptube, but that seems like essentially the same thing, but in steel instead of glass.
I don't really brew lagers or Kölsches, though I brew Altbiers from time to time. With my altbiers, I tend to rack them to secondary and lager them until I plan on serving it (then I keg and shake). Often this will take a long time, since I will have to drink down my other beers before I get to the altbier (my kegerator is a puny 2-tap system). My concern would be that, if I am fermenting fairly cool and it takes 2 weeks to finish, then it spends an additional 4-6 weeks lagering in primary, I might be pushing the limits of time beer ought to spend on its yeast.