As a blanket advice, I really don't agree. It depends on what books, it depends what they're trying to teach you. Huge difference between a reference book and... pretty much any other kind of books.
Many times you don't want to know something, you just want to know something exists/is possible/has already been done. Skimming through books cover to cover is one way to do it.
What are these?
CLRS - Introduction to Algorithms (after the authors - Thomas H. Cormen, Charles E. Leiserson, Ronald L. Rivest, Clifford Stein)
SICP - The Structure and Interpretation of Computer Programs by Hal Abelson, Jerry Sussman, and Julie Sussman
Many people do, and feel guilt over setting down books. That serves you poorly.
Approach books as an inquiry or conversation. See Mortimer Adler's How to Read a Book (frequently mentioned on HN). Read with a purpose or goal.
(Entertainment and distraction may be goals or purposes.)
Some books reward a close comprehensive read. They are rare.
I more often find myself compelled, by managers (who believe without any real evidence besides wanting it to be true), NOT to read a book cover to cover even when the subject matter demands it. I’ve never, not once in 30 years of software development, seen a coworker reading a book. Reading for true comprehension is frowned upon as a “waste of time”.