When creating a new subsite on an add-on domain, using the standard registration process (or the Pro Sites one) doesn't seem to produce an error. However, when attempting to add a site via the network administration panel, the plugin seems to initiate an improper redirect.
Here is exactly what is happening:
Main site: example.com
Add-on domain: example.net
When adding a subsite to the add-on domain (here example.net) via example.com/wp-admin/network/, everything goes as expected until the button is clicked to create the new site. The information seems to be submitted as expected, but the page is then redirected to example.net/wp-admin/network/, which, obviously, doesn't exist as example.net is simply an add-on domain. From there, the appropriate redirects take over and redirect back to example.com/wp-admin/network/, but the site is not created.