I would say yes. @Philipp does make some good points, but how many passwords would actually fall out if you remove keyword based sequences? Probably not enough to make any real difference (depending on how you actually filter, of course).
The probability that such a password is generated is (probably) incredibly low (so another question is if it's actually worth the work to implement such a filter), but if it actually does happen, it would be quite bad, because then that generated password is easy to guess, which is exactly what you want to avoid with generated passwords.
When you do filter, the length of the keyboard based sequence that you filter should be in some reasonable proportion to the password length. So if you generate passwords of lenght 15, filtering out
asd is probably not a good idea (because
asd in a long password doesn't lead to easily guessable passwords, but you would actually exclude a rather wide range of passwords). I would probably exclude the password if it contains a sequence of length of about
password.length - 4 (4 additional characters to a sequence seem enough to avoid simple bruteforce).
If you do filter the generated passwords, I would also filter against a list of common passwords (you really don't want your password generator to generate