Yes, it's possible to use 'it' to refer to a gerund phrase 'going to museums', but not ideal. The response is correct, but a little unnatural-sounding. A simpler response, such as 'I love it' or 'I really like it' would be more common.
Not that there's anything wrong with using 'to be keen on', mind you. Just to give a perspective on the English language beyond the (admittedly vast) borders of the USA:
The expression 'to be keen on' may be rare in American English, but that is not the case elsewhere. In the countries that don't use American English - Britain, Ireland, Australia, NZ, S.Africa - this is a common and widely used expression. You will almost certainly come across it in any English language material from these countries, including coursebooks and English exams. In fact, 'to be keen on' is frequently tested in exams.