If you do any amount of testing, and start to understand what you are testing, and why you are doing a particular test you would see that they follow a logical sequence.
On initial verification you start at the beginning by doing the dead tests, and finally your live and functional tests.
Not withstanding Howards post above mine, which is one good bloody good reason by itself, you would also see the results you get on one test cross check to an extent with the next or the previous test in the sequence.
Sometimes on an Eicr it makes sense to alter the sequence slightly, so you can carry out similar tests together bearing in mind the installation is already powered up, or on fault finding where you may carry out just a couple of selected tests.
When you are more experienced in testing, and understand it better it is possible to deviate slightly in different situations, but most of the time the 'suggested' sequence is all that you need to follow, more so while you are still learning.