There might not be a procedural rule, but I was instructed in my trial advocacy class that you are not supposed to allege anything you will not be proving via evidence in your case.
From my textbook:
"Opening statements are supposed to be limited to summaries of the basic facts you intend to prove. Three rules follow from this: 1) you may not misstate or exaggerate the evidence, 2) you may not refer to inadmissible evidence, and 3) you may not discuss evidence you expect your opponent to introduce that will not be part of your own case." The Trial Process: Law, Tactics and Ethics, J. Alexander Tanford, p. 155.
As Baez had no proof, he couldn't have alleged it. As far as I am aware, he also did not inform the prosecution of evidence supporting this allegation, which is why he got a strong talking-to from the Judge. Just my opinion, but even if there's not a procedural rule against it, it's still looked down upon, because it primes the jury for evidence you cannot produce, and then they will look unfavorably upon your side because you can't back up what you're alleging. Just :twocents: