Sideloading the Android 11 Developer Preview is apparently to be avoided if your device is already running the June security patch that Google just pushed out.
In a post on the Android Developers website, Google has amended the guide on applying an OTA image with a warning.
And while you aren't supposed to sideload the preview, Google says you can flash the image.
You can't update from the June patch of Android 10 to fourth developer preview without wiping your phone.
It only says that the images on the OTA page will not work if you're running the June security patch.