Yes, you would typically apply a compound to seal the pins after mounting. Even for much larger spacing this is typically done since the leads often have sharp corners (more prone to corona and breakdown). We routinely add something like Corona Dope to even rather large components (HV relays, etc) when the voltage gets up and over 1kV. This provides protection on the order of ~145kV/mm and suppresses both arcs and corona discharge. Surely Corona Dope is not the most suitable compound for this part, of course - it's just to provide the example. In any case, some sort of conformal insulating coating would be required in a system that operated the device to its maximum 1.4kV rating.
What would be of greater concern would be the PCB itself and the traces/pads - the chip is too tight for standard low-voltage PCB materials and design standards (ie: a board made with IPC specified materials). For example, IPC2221A specifications indicate minimum spacing for permanently coated external conductors (ie: chip leads - assuming coated as above) as :
- 0.8mm @ 500V + 0.00305mm/V additionally
- --> for 1.4kV this is 0.8 + 900*0.00305 = 3.545mm
Even the internal board traces would have to be spaced further apart (2.5mm, by a similar calculation) than the chip allows. Other considerations for medium or high voltage PCBs is the shape of the pads and traces - these must often be rounded, eliminating sharp corners where traces change direction and using rounded rectangle pads instead of sharp-cornered squares.
So, in addition to needing to coat the component leads with an insulating compound after mounting, a standard PCB designed for low voltage circuits would not be appropriate for this component at its maximum rating. You would therefore need to mount it on a board that was specifically designed for medium voltage (generally ~600-3000V) applications.