I'm not familiar with that mic, but I have plugged in standard mics with the Phantom Power on and have never had any damage to either the mic or keyboard. They tell you not to do that though.
In your case, it seems the mic has batteries for its own power, so I'm not sure if it needs the power from the keyboard. Generally, when you plug a phantom powered mic in to power, it bypasses its batteries and performs better.
I don't think you will damage the keyboard.
DonM
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DonM