I'm unlikely to jump around between steps on a quilt, but I do jump around between quilts. At any given time I'm likely to have several quilts in progress not counting what is ready to go on the LA.
The exception is that I really do like to cut out everything before I start if possible, but then cutting is one of my most favorite parts. The other issue is I'm often going off a picture and using stash, so I'm sometimes not sure if I'm going to have enough fabric for a specific element, and may need to use a couple of fabrics, so then I want to make sure I can randomize the use and not have it look like I ran out at the end and had to switch to something else.
This is one of the reasons I love participating in the Boom swaps, doing one block at a time as they are all different.