On some fabrics, even woven ones, there is quite a bit of difference on the amount of stretchiness between the lengthwise and crosswise grains of fabrics.
If the squares are square (I had a commercial template once that was 1/8 inch off - and that really made a difference) - it usually does not matter if you sew them the same way or not. But if you are obsessive-compulsive, and it makes you feel better to do it that way - that's fine, too.