Going off datasheet is ok as long as you respect the ratings, but even then if the silicon vendors FAE tells you not to do something, you are well advised to take that as a hint.
Particularly with highly integrated high voltage power supply parts like the PI stuff, they are often a bit weird and you really want to follow the app notes because they have likely NOT been well characterised except in those limited number of circuits.
What is the opamp and weird LT thing supposed to be doing, the PI part uses the match between the two diodes to regulate in this configuration so I am a little unclear as to what that additional loop is supposed to do, or even how it is closed?
Unless you want to spend ages with a 'badly behaved mains' simulator and loads of blown out sand, I would be taking the hint, but then I like my stuff reliable.