The PLI appear to when in a low-speed scenario; You respect them so you don't end up in a stall. As mentioned above, rolling G can really hurt the aeroplane and its recommended to 'Unload the wings first', by doing this it reduces wing loading (increases stall margins) and lowers the AOA. Once the pitch is appropriate then you can roll the wings and adjust thrust accordingly.
If you don't respect the PLI during the recovery you will get the stick shaker.