To encrypt plaintext $(P_1, P_2, P_3, ... P_n)$ Ciphertext Feedback Mode (CFB) works as follows :- $$ C_0 = IV \\ C_i = E_K (C_{i-1}) \oplus P_i $$
Lets define a modified version of CFB mode as follows :- $$ C_0 = IV \\ SK_i = KMAC(K, C_{i-1})\\ C_i = E_{SK_i} (C_{i-1}) \oplus P_i $$
The modified CFB mode encrypts each block using a new key $(SK)$ and it has a processing overhead.
What security advantage or weakness does the modified CFB mode offer as compared to standard CFB?