There really isn't a problem with doing this I have found. I think it is actually easier than taking the whole display assembly off, because with it on, you are able to get leverage from the body to pry it up. The things that I would worry about with this method, however, are the keys. When you leave the body attached, you have a chance of directing some of that hot air onto the keys, and in turn, melting them. I preform all my glass replacements with the body on, unless it requires otherwise. You just have to be careful when the guide says to be careful and you should be fine. Be prepared though, with picks, spudgers, and any necessary tools, trust me, it will help.
Hope this Helps