There is another compelling reason for following that progression. Shape by shape, the lights tend to be the most general statement about a subject. As the painting moves from light to middle value to dark, it also progresses from general to specific.
This image looks rather busy at first, but if you are thinking in layers it resolves into a simple step by step interpretation. Imagine if we could peel back the dark layer of trees and grasses. All that would be left are 3 big, simple shapes, the sky, the hill and the ground. All three are blue, but the hill is the lightest. You could paint the whole page that light blue of the hill.
When the lights were dry you could mix up a moderately darker blue for the sky and the ground and paint everything middle value, except the hill, which would be left light. Are you following this? If it's confusing, read it again.
At this stage of development the hill, sky and ground would be very simple shapes, with no texture and nothing specific.
Time to bring in the darks. I like to keep this final step simple, so I don't overwork the details. I prefer to err on the side of too little information.
Give this image a try. Here are a couple more.