They are added as empty kegs. However, the room for abuse is limited. I mean, how much fatigue can you possibly accrue and then drink away during the course of a festival?
During the festival is not my concern.
An advy with 50 or 60 kegs would would certainly get a much larger benefit than one with only a few.
As it stands now, my advy saves her kegs for "emergencies". If she knew that she could refill all her kegs in one stop at a festival, there would be less need to conserve them.
Over time, they could actually replace the need to pay for lodging or refilling kegs.