Is the fitting on the T&P valve threaded, or solder? There are transitions available to CPVC for either. While it may be okay where you live, because the ID of the CPVC is smaller than say copper...it could be an issue...plus, the water could be nearly boiling, and that exceeds the temperature of most CPVC piping, IMHO, it's not a great idea, even if they allow it. CPVC can also get brittle as it ages.