I think I can safely say that this configuration will not harm the wireless module or the LE.
However, the behavior of the LE may not be to your liking...
I haven't traced all the wires on the board, but I know that when the jumper is in place, the RS485 driver chip for the wired connection is connected to the PIC to detect the DMX signals. When the jumper is removed, then the driver from the wired connection is NOT connected to the PIC. When the wireless module is plugged into the LE, it's RS485 driver is connected to the PIC. It's possible that with the wireless module inserted and the jumper in place, that the DMX signal may or may not be correct and you probably won't get the blinky flashy that you want. But there is no 'bad" side effect if you put things back the way it should be.
Why do I know this? Because I've done it - not necessarily on purpose.