I think it all depends on what your ultimate goals are as well as your age and stage in the industry. I would not worry about the PRIA check if you have a legitimate reason for leaving PDT, ie. a better offer etc. That can be easily explained. It is much better to quit before you even start sims, as opposed to half-way during sims, which can then raise some questions. No one should question you if you left a $25,000 year job because you were offered much more elsewhere and its a better opportunity. However, jumping from airline to airline laterally will hurt you career and seniority wise.
If you are having second thoughts or have made a mistake as you have implied, better to pull the plug early and avoid problems for you and PDT. From all indications PDT is one of the better regionals with some solid opportunities. Weigh all your options carefully. If you can't work for PDT because of low pay and some minor scheduling issues then you probably will be unhappy at every other regional. If you are a young new-hire think ahead and don't get bogged down with the present. If you have a lot of time off, use it productively. Enjoy it while you can as it won't last long! Ultimately, follow your instincts and don't be a slave to PRIA. I know of several people who have left airlines during ground training, sim training, during/after IOE and it was a non-issue. However, keep in mind these folks did not have any training issues which were reasons for leaving. PRIA checks are meant to provide information on training issues and should not affect an applicant with no training issues.