It is something that I would want to do a bit of checking. One point to consider is that the sump may vary a few degrees from the tank but how much problem that is, will depend on your thought. If the sump varied an extreme amount but always varied the same amount, it would be quite easy to set the controller to cover the spread and not worry. Where you want the temp to be 75 and the sump is 65, you can still put the probe in the sump, measure 65 and know the tank is 75.
I prefer to put the probe where I want to control the temperature but that is more to cut down the thinking than a real problem as long as the difference in the two is steady. In most cases it will not bother many fish if the temperature does vary a few degrees. Pretty normal in nature but I do like to hold it steady.