I have that chainset with a road triple front shifter - a tiagra 4503 - on my audax. It works fine. Man at the shop either is being too cautious, or toeing the shimano line, or doesn't know what he's talking about.
EDIT: also a mtb front 9 speed derailleur wont work with STI's (if thats what you have) as the cable pull is different as I understand it! Obviously if you are using bar ends you can friction shift which gets around this problem.