It is your beer. You can do what you want!
They say that because coming from a dark beer will bring a little color. You wouldn't notice anything going from a stout to an ESB though.
Also, yeast in a high gravity beer won't be as healthy as yeast from a lower gravity beer. He didn't say what his gravities were but it is quite possible that the ESB ABV% was >= the stout's.
If that wasn't the case, it wouldn't be optimal, but it can still be effective.