I can tell you from my personal experience. I had collected unemployment benefits while I was a permanent resident. And it did not affect me at all when I applied for citizenship. I got my citizenship within 2.5months of applying for it. It is something you have paid for legally so I do not see why it should affect you when you need/deserve it. You pay your dues and when it is time to reap the benefits, you do it. But am not sure what your status is at the moment so your case might vary from that of mine. But good luck with it.