Should I use a hose clamp on my furnace drainage pipe?
It is proper to put a hose clamp on a connection like that as often the barbs aren't sufficient especially after it's come off a few times.  If you're worried about damaging the fitting from the furnace just add another fitting after it and secure it the the furnace or floor, etc.  Then your standalone fitting will be the one that gets damaged if somebody kicks it hard.