Can do that, but wasn't there the comment that putting vias onto pads causes problems during manufacturing? And eagle doesn't like it at all (a lot of drc errors).
If at all, that's a problem for BGA pads. The rather huge thermal pad of that voltage regulator can certainly have vias, I'd encourage that as well. (Look at any commercial PCBs, e.g. your graphics card, and you'll see loads of vias below things like voltage regulators or power MOSFETs.)