The parallel connection is prohibited because of the principle how the voltage is regulated. Two regulators in parallel cannot have exactly the same voltage if they're not specially designed for such a connection. This means, the two feedback circuits will be in conflict, which most likely will lead to one of the outputs will take the whole load alone.
"Conflict"? What conflict??
If you pull up to 3A from the supply, one output may take the whole load alone, yes. This is fine, because every supply is rated for 3A.
If you pull between 3A and 6A, that one output goes into CC mode at 3A, and the next supply starts taking on the difference. Still fine.
Above 6A, two of the supplies are most likely in CC mode (in my experience, based on how your wiring is arranged since the accuracy of the outputs is superior to the drop caused by 3A). Still fine. Sure, the three supplies are "in disagreement" as to whether the output is the correct voltage or not, but you get your 9A at about 5V, and every supply is within its own spec.
In other words, the 9A output arrangement described by the OP is perfectly legitimate, and I've done it several times with my DP832. I have no idea why the manual says not to do it; I can't help but wonder if it's to prevent ham-fisted users feeding 30V from channel 1 into the 5V-only channel 3 and destroying it. That's probably a good enough reason to say not to do it in the manual, but not a relevant reason to a remotely competent user.