Yes, this is one of the things that is described in knowledgebase, and also in help files, but the definition of accuracy there is just way too vague to fully understand it at first, before figuring all out in the hard way.
In other CAD systems, for instance SolidWorks, you could have a model containing surfaces/solids with different accuracies, but Pro/E is just unforgiving on this matter.
This kind of strict logic of Pro/E, and data consistency, is actually pretty good if you consider the data has to be exported into a different file format, and a mold is then manufactured based on this exported data.