The only thing I can say about keeping them is at least it gets them out of the ocean so please have fun. With the huge decline in sea turtles, specifically leatherbacks, jelly fish are going crazy reproducing. And yes, the loss of leatherbacks is that bad and thats just one of the repercussions scientists are noting. We could easily take the same amount of jellyfish that fish are taken for the aquarium trade and Asian pirate fisheries
and still not make a dent in the current jellyfish populations.
I made a half hearted attempt just to keep Ctenophores in one of my tanks since they are so common around here. What I learned just from that attempt broke any idea I had of ever keeping them again. Filtration and flow are just plain silly to the point I quit trying to figure it out, cant do overflows, cant have powerheads. The only thing I can think of that might could work is a low powered UGF and then you have water quality issues.
On another note I saw a tank of a guy in Augusta GA, who had a thriving population of micro jellyfish in his refugium. He didnt know how they got there and every now and then one would get sucked into the main tank and his flame angel would munch it down immediatly. Kind of odd.