I liked Uncle Dave's analogy to a guitarist using a capo. It is very true, if the fingering playing in a certain key makes playing easier to perform then I would by all means use the transpose feature. In fact the keys on a keyboard require different physical skills to play the same thing in different keys unlike a guitar.

Of course you should be able to play in all keys and should practice doing so. But for certain soloing techniques it can be difficult to play them precisely the same in all 12 key configurations. Don't rely on the transpose feature but do use it where it helps you to deliver the best performance that you are capable of. The bottom line always is the musical performance.