What is the purpose of an inductor on an incoming AC line?
Normally one would expect the purpose of L2 is to reduce conducted noise being transmitted back onto the source. However, I note that they include it even when a common-mode choke is used, so they're concerned with normal mode noise (power drawn in pulses across the line, as in charging C1 through some internal bridge rectifier, for example, or the switching pulses). 



Since the product is a 'black box', it may be worth talking directly to the manufacturer if you want to explore using different configurations. 

If you look on a distributor such as Digikey and use parametric search to select values between 4.7mH and 6mH, "in stock" and max current and saturation current >= 50mA (that's a guess, you need to figure out the actual requirements- maximum nominal RMS current must be 33mA at 100V for 3W, obviously) you'll find 3 pages of parts- shielded, unshielded, etc, with varying prices etc. Most likely 4.7mH will be what you'll want to use. Bourns has some nice shielded parts..