Does Veganism actually do anything in-game?

Solution 1:

According to the wiki:

Has decreased Comfort when living near a Ranch and won't work in such buildings.
Has increased Comfort when away from Ranches.
Farm in the Dome +2 Comfort every Sol.
Ranch in the Dome -2 Comfort every Sol.

Source: https://survivingmars.paradoxwikis.com/Colonists

There is also an achievement called Dream of a Green Mars that you get if your colony reaches 200 Vegans.

Solution 2:

The Project Laika DLC brought ranches and animals into the mix. Vegans now take a comfort penalty if there is a ranch in their dome.

Solution 3:

Gameplay wise: No, they don't.

However: There is an achievment -> Dream of a Green Mars -> Have 200 vegans in your colony.