I don't fly this type but other jet types I know have the engine anti-ice bleed valve upstream of the normal bleed valve. This means that the engine anti-ice bleed supply is not effected by the engine bleed valve selection.
Engine anti-ice or lip anti-ice is switched/controlled by a separate valve. In the event of electrical failure it is common for this valve to fail "OPEN" so that this de-ice function is not impaired.
It would be worth consulting the pneumatic schematic for the type to see if this is the case.
The main reason for deselecting the bleed source is to prevent contamination of the bleed air gallery with de-icing fluid, especially as this air supplies the cabin via the packs (normally).
At the end of the day....follow the instructions in your type specific manuals...they may constitute an aircraft limitation.