A second layer of waterproofing would cause things to stay wet! The drain has two levels of entry: the weep holes that drain the setting bed (the liner directs any moisture there), and the tile on the finished side direct water to the top of the drain. With another layer below the tile, there'd be a lip at the drain blocking any moisture that did get there from going anywhere but evaporating through the grout. This process can take awhile, and thus, you'd have the grout wet all of the time, opening things up for mold and other issues.
If you wanted to keep any moisture from getting to the setting bed, an acceptable method would be to use a surface membrane (sheet or liquid) that then mated up with a drain designed for it. You can't do that now unless you wanted to tear things up and replace the drain.