Officially, you’re not supposed to do this. Unofficially, I suspect the web servers and database servers aren’t linked one-to-one, so every web server must have access to every database server to work. It looks like there is nothing preventing one hosting account from interacting with the databases on another account, assuming you have the right credentials.
But of course, this is not official behavior and can break and any time without notice.
Thanks @Admin, for the information. So, to finish the post, what do you recommend ? Should I avoid using this kind of “breach”, to prevent my site from being blocked, right ? Unfortunately, this behaviour would be very useful to me, but if it is not allowed, I will not infringe.