They have made it very clear that they will not modify default PHP settings for a user. I think it is great that they allow you do do it yourself, as many (most?) won't let you do such a thing.
There may not be any harm, but is an unnecessary and inappropriate request to make of support, and therefore needlessly increases the support queue. It is not reasonable to ask them to change a setting that they have placed in effect for the mutual benefit of all shared server users; if they didn't think that was an appropriate setting, they would not have set it that way in the first place.