You can probably see that studying the books in this order might provide useful insights as they individually catalog man’s relationship to God from a slightly different point of view. Another way is to line these up chronologically so that we can study a point in time while simultaneously seeing many of these points of view at the same time. In other words, to compare and contrast a historical event in the shadow of the Law but also receiving God’s own “commentary” through the prophet or prophets active at that same time.
For instance, we can see the application of the Law in the return from captivity in Babylon by Israel as documented by Ezra and Nehemiah, and study in parallel God’s commentary through Haggai and Zechariah, His active prophets during that time. Walk with the Word has chosen to order its reading schedule according to this school of thought because one of the most critical elements for correctly interpreting and understanding Scripture is context. The more you understand the context of the times, situation, people, etc., etc. the more likely Scripture will be understood as God intends.
Another example of this is the ministry of Jonah. He is called to preach God’s word to a foreign people, a task he does not want to do. But when we understand that these people within the near future will rise to power as the Assyrian Empire and will be the instrument by which God destroys the northern kingdom of Israel, the mission and message of God through Jonah take on specific meaning within this context.