Excellent warning and you aren't the only one to make that mistake.

I installed my 9-speed 105 fd cable exactly the way you did and, while the derailleur would shift to the big ring, I was getting chain rub way too soon in both the large and middle chainrings. I couldn't use the largest 4 cogs in the big ring and the smallest 4 in the middle ring without the chain hitting the cage and no amount of adjustment would improve the situation.

I knew something was wrong but not what until I looked at the installation sheet very carefully and found that I had run the cable incorrectly, just as you did. I rerouted the cable and the problems went away. It was hard to believe that small an adjustment would have that big an effect but it certainly did.