It’s normally preferable to try and avoid making massive leaps between particle sizes due to the need to eliminate scratches from the previous grit. The difference between coarse and fine isn’t quite as pronounced as that between extra coarse and fine diamond plates and stones. Much depends on how aggressive the plate/stone is, as I often vary which plate or stone combination is used because a great deal depends on the steel being abraded. I think it’s necessary for one to be willing to vary your sharpening routine to match the quality of steel being whetted can make a big difference in end results and work necessary to achieve a working edge. After a while you might find yourself floating between the use of a wider variety of sharpening media.
You’re definitely spot on in terms of the manner in which diamond plates wear/settle in and the only thing I can add is that the same also tends to be true regarding artificial and natural sharpening stones. Perhaps we should only use the term “grit” as a rough guide to the manner in which a sharpening media abrades steel, or it’s finesse, rather than preserve the expectation it will automatically abrade all steel types in a given way.