Well, one does if they intend on doing the job *by the book*.
There's nothing wrong in doing the job in this manner IF the engine is not a high mileage unit.
The timing chain does stretch, when it does that throws off the cam timing making it late. If one does not release the cam sprockets to *reset* them to the *new* position when rotating the crank for #1 top center & locking them down you will end up with the same late cam timing you started with.