There are plenty of articles comparing SMT/SMD vs through-hole components.
Here's a stack-exchange post. Keep in mind that they are focusing on high-frequency uses. Keyboards aren't high frequency so just about any 'standard' diode would work.
The thing about surface mount is that it does look nice and the components are smaller, but they can be harder to deal with. There is more room for error. If you are going back to replace them, you run a higher risk of tearing a pad off since the contacts are smaller. Also, I'm not sure of how the contacts are laid out on the GON boards, but if they are suggesting through-hole, there may not be a proper surface-mount pad.
As far as looks go: are you not going to be putting this board into a case? Ideally, you won't even be able to see the diodes 99% of the time. Of course, it's your board so do whatever will make you enjoy it the most.