You can't add distortion in a non-linear system.Let's think about typical, simple two stage SE amplifier. At full power the voltage amplifying stage generates some 0.5 % THD while the output stage generates 5%. Then we apply 12 dB (4-times) GNFB. The result is ~1.25% THD at full output power.
Second option; we apply 6 dB local NFB in both stages (12 dB total). The result is 2.5 % THD at full output power.
Which one is better...?
Strictly speaking not, but you can approximately add it in a weakly non-linear system, using the worst-case assumption that distortion products at the same frequency are in phase, and neglecting that the first stage's distortion products get distorted by the second stage. Assumptions and approximations like that are used all over the place for RF receiver system designs.