No you can't keynote Membrane Layer, but if you really want to keynote it, create a layer and assign a function other than membrane and give it the minimum thickness (1.6mm) this layer will be keynoteable.
If you are worried about the extra line and its thickness you can override that line with "Visability Graphics/Override Host Layers/Host Layers Line Styles"
To get this to work properly and hide the line you dont want to see,make of the "membrane layer" white and with 1 line weight (see image).
Then in "Visibility Graphics/Walls" turn off "Common Edges "and it will disappear.

This is view specific so you will have to do it for plan and section.

Bit off topic, but this same override allows to tweak your wall layer lines for some interesting effects.