I'm completely new here so bear with me, but here's how I see it:
The advantage of Hemalurgy is its flexibility, in that it can be used to gain either Allomantic or Feruchemical powers, the tradeoff being a net-loss of power, or potency. One can use any Allomantic metal to gain these powers, but the most effective is, of course, atium.
With Allomancy, one can only gain power, going from normal human to misting/mistborn, or from misting to mistborn, all through the use of lerasium. The logical tradeoff would be that since it's a balance between power and flexibility, Allomantic burning can only be used to gain Allomantic powers, making it impossible to become a Feruchemist through Allomancy. If anything, Allomantically burning an alloy of lerasium and atium would turn that person into an Atium Misting, or Seer.
To become a full Feruchemist without use of Hemalurgy, which would result in a loss of power (and dead Feruchemist), or Allomancy, which is impossible, one would need to use the only art which balances flexibility and power, Feruchemy itself.
This supports the theory that one would need to use a lerasium/atium metalmind, although I'm not sure exactly how that would work.
