It may seem logical, but shooting your scene in order can waste precious time.
It takes a long, long, long—very long time to shoot a film project, but it takes even longer if you don't know how to schedule your shoot efficiently. In the video below, RocketJump Film School addresses probably one the biggest logistical mistakes novice filmmakers make when they schedule shoots, which is shooting every shot in order that they'll appear on screen rather than grouping set-ups.
A set-up, for those who are unfamiliar, is basically how lighting, cameras, props, set dressings, etc. are positioned for a specific shot. So, if your scene has, say, 10 shots, you may only have 5 different set-ups. This means that some shots don't require repositioning, and these are the shots you want to shoot consecutively, otherwise you'll end up repeating set-ups (building and tearing down) when you don't have to.
Shooting scenes based on set-ups rather than on individual shots can not only save you a lot of time and energy, but it can help your talent stay in their dramatic flow. So, get in the habit of grouping them and save yourself and your cast and crew a lot of work.