LT3080 Set pin voltage
I asked LT and they answered me (surprisingly fast) this:


  Your point is valid in that the nature of the Lab Supply application circuit violates the SET-OUT abs. max.  However, this is the way the circuit is supposed to work. Your simulation results that also sound correct. 
  
  In the case of the Lab Supply application circuit, you can ignore the SET-OUT abs. max. This is because SET is not being driven externally to 1V away from OUT. Instead, SET is driven internally by a relatively week 10uA current source which can’t drive enough current through the parasitic OUT-SET diodes to cause the LT3080 to misbehave or damage itself.


So I guess that 0,3V absolute maximum means that I can't use external voltage 0,3V higher or lower then OUT.