You got lucky this time, but this may not happen every time.
One imminent danger is that by restricting the sample with WHERE you may end up with the singleton strata with one PSU remaining. Depending on how the jackknife procedure is implemented, SAS may or may not raise an eyebrow when the jackknifed result would not differ from the original (Stata does mark the replicate as questionable in this situation, I think).
Another effect of using WHERE is that you change the sample size that the software thinks was specified along with your design, treating it as fixed, although in reality the domain sizes are random, adding to the uncertainty and hence increasing the standard errors. DOMAIN statement correctly treats that latter randomness.
For a Stata user, I would recommend
www.stata-journal.com/article.html and
onlinelibrary.wiley.com/.../summary (where the latter is a much broader treatment of many topic in analysis of survey data... and I can't deny I wrote it :) ). The conceptual frameworks are of course the same regardless of whether you work in SAS, Stata or R.