hi Amber,
I think that's more of a recommendation, not a "standard" - but it's really up to you, I personally ignore that most of all because they (SAP) also do the same. (it's like do what I tell you don't do what I do)
Perhaps you can use sap.ui.unified.Shell - it's not the same thou as it gives you a "Fiori" like Shell instead of the ux3, but hey.. you can actually mix-and-match sap.m with sap.ui.unified according to that diagram.
Food for your thoughts now: SAPUI5 SDK - Demo Kit- not even "SAP" respect their own guidelines, why would you want to follow them so blindly?
Hope it helps,
Dan.
PS: the link shows a ux3 with sap.m case you didn't quite catch it, just on the SDK website itself.. loads inside a frame, but hey - you can't use them together right?