I also prefer to read in order, when I know a book is part of a series. And, for the most part, I prefer to read in publication order, even if the author skips around a timeline. I believe there are characterizations of a person that become assumed over time, and later-published books often use those built-in assumptions.
It's not always true, and I try to see what an author has to say. I found one who started as being pubbed by an independent press, and when she moved to one of the big publishers, they restarted her numbering and released the books all out of order. So I have renumbered my copies to follow her original publication dates.
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