Field support asked a good question so I will post it here:
Question: Won't the OUT to SET abs. max. rating be violated if OUT of the LT3080 is in overload, since SET will program one voltage but the overloaded OUT will be a lower voltage? For example, start up into a very large output capacitor may cause the LT3080 to go into overload until the large output capacitor is charged. I show the abs. max. rating from the LT3080 datasheet in the image below: