In RFC8555, there are no descriptions that prohibit the execution of "_acme-challenge" on another server.
It is not a problem as long as name resolution is possible using a common DNS approach in such a manner as to delegate management of the "_acme-challenge" subdomain to another server using NS and CNAME. Refer to "Let’s Encryptでワイルドカード証明書を取得する話（Japanese only）" in IIJ Engineers Blog for more information.