We strongly recommend that producers use the PRX feed as a private feed and mask it with a feed proxy like Feedburner. This will help preserve your subscriber list in case you have any future distribution changes that take you away from PRX. You can read more about the logic behind this here.
That said, it’s your feed and you can cry if you want to.
Just bear in mind that if you move to a new hosting service in the future you will need to redirect your feed to your new hosting site and check that the main podcasting apps have successfully registered your redirect. All of this can take some time and hand-wringing, so taking 15 minutes to set up a feed proxy is a worthwhile investment.