FWIW, I employed this technique in the design of my large SETs about 15 years ago. The only difference is that I used a solid-state FW bridge ahead of the rectifier, and the tube was a 5R4GYB, rather than the 5AR4. When it's connected this way, the rectifier tube only serves to provide a time delay. I felt that was important because B+ was over 1 KV. The point is, I'm not speaking theoretically on this topic. I've implemented it myself, and I understand the concept pretty well. What IS theoretical is whether the diode switching noise created by this technique is an issue. Some builders seem convinced it radiates into the signal path and degrades amplifier quality. This has led to claims that only Schottky or UF rectifiers should be used. I'm not one of those people, and in fact, I've never observed diode switching noise riding on the signal path of any tube amplifier. So, in that regard, the switching noise this technique creates might or might not create a tangible problem. I only intended to point it out as a side effect of connecting the two anodes together.
Jack