I personally know many cases with my friends that have been unemployed and got their citizenship without any issues.
Being unemployed is NOT a factor for disqualifying for citizenship.
Many newcomers have this periods because of the current state of the economy.
Logically, it should not matter at all. Every recipient of EI, earned that privilege by paying the taxes when he/she worked. Now, a part of that been returned to assist him in bad time.
Actually being unemployed for short or long periods of time as a PR is the natural result of the question against you being asked from the employer: "Do you have Canadian Experience?"
I am sure that the dominant part of PRs at some point here in Canada have been unemployed.
They can't deny you citizenship because you got EI. At one time however, I believe they were giving extra scrutiny to any foreign travel during periods of unemployment. Not sure if they still do or not.....