I think essentially you've described the methodology behind sites like https://brilliant.org/
IMHO: Sometimes I find that style of teaching really annoying, like when I'm trying to understand a topic at a high level before diving into some particular aspect of it. It is really hard to "drill down" with a lesson structured like that, where the curriculum assumes everyone is starting from the same place and wants to progress through the same materials at the same pace (it's too linear).
I would much prefer a reference-style document, like Wikipedia, but with interactive examples in specific paragraphs/sections.