Maybe people have different learning styles but this is the only way I really learn well.
Also, did you end up reading most of the text?
I'm a bit surprised that your techinque is more efficient than reading the chapter and then doing the exercises, because most of the chapter's content is on your short term memory and you know exactly where to find the information if you need to review a concept to solve the exercise.
Sequential reading may be more efficient, but it's infinitely less effective if you never pick up the book to read the next chapter.
It's a workaround for the 'I started this useful, interesting book, read 50% of it, then never touched it again, for no good reason' bug. You solve the problem by nerd-sniping yourself with an exercise.
If you don't experience this bug perhaps it's not good advice for you.
My 'technique', if I want to read a particular book, is to carry it, and no other book, in my backpack. I'll inevitably read it in my down times.
Another benefit of this is that you can see what information you've actually learned/internalized, versus what was just staying on the surface of your memory/mind when you last took a related course.
Aluffi's book also helpfully tells you which exercises require solving previous exercises.
A lot of books from my school had exercises you could not solve if your only knowledge about the subject was the previous chapter(s). So for those who could be bothered (most efficient technique is not doing reading or exercises at all but somehow getting a good grade) there were times one would come up with an insight or read further ahead / another reference and discover a new connection. Either way made for deeper learning.
Working through front the front to back is necessary in order to learn the systems and things have to flow in a logical progression. Which deserves a particular style of writing and formatting. Embedding bits and pieces and forming a narrative as well as logical flow.
But when you're in the middle of a game and need to know the exact rules surrounding a specific corner case and how it interacts with all the other relevant rules, suddenly a detailed narrative flow isn't what you need. You need a reference guide, or a mapping of how it ties in with other components.
Unfortunately, this is quite difficult to execute for things even as simple as board game systems. For a textbook I imagine it's infinitely harder. A professor I had once talked about how each figure and diagram can take a week to polish to that is conveys the information in a detailed, yet succinct manner.
It is hard if the book has an incomplete index or poorly named chapters forcing you to skim around.