is this against the rules?

The main reason for these "rules" is so the audience doesn't get confused. Viewers are a lot more sophisticated these days, and you can get away with a lot more than you could of twenty or fifty years ago.

In the introduction to "The 5 C's" (which is more about directing than cinematography) the author points out that there's an important sixth "C" -- "Cheating"!
 
Watch a Lars Von Trier movie and you see many of these rules broken. I suggest "Breaking The Waves".
 
Filmmaking has it's "grammar". How you use or don't use that grammar is your "language".
 
Clean entrances and exits are a continuity technique. If a car leaves a parking lot and doesn't leave the frame, then the next shot the car is instantly in another location then (the theory goes) viewers will wonder how the car got to the new location so fast. One clean exit of the car leaving the frame at the parking lot OR, one clean entrance of the car in the next shot arriving at the new location creates a passage of time. A disolve will do the same as will many other continuity techniques. That's the theory but everybody seems to toss this out the window these days. Including bigtime Hollywood flicks so if you want to be safe shoot the shots with clean entrances and exits and decide in editing if you care to keep them.
 
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