Came across a Challah recipe which called for adding ingredients in the following order: water, yeast, flour, eggs, sugar, salt and oil/butter. They highlighted the order is important. Why is this important? Or is this a myth? I've actually seen most recipes call to add the sugar and water first to "bloom" the yeast.
The order of operations/ingredients in many recipes is critically important, especially those where chemistry is involved and/or gluten development. Some ingredients, such as baking powder, will activate as soon as they get wet, so you may not want to wet them too early. Yeast development is affected by sugar and salt (in different ways). Gluten development is affected by fat and mixing (in different ways). So, for example, if you premix other ingredients before you add flour you can limit how much the gluten is developed in the dough, which is desirable for some breads and cakes. And most important in challah is to "take" the challah (remove a small piece and burn it before baking the rest into a loaf).
Must you, no, absolutely not. But if you do not, you may very well not get the same results as the author. Now, it is possible you will even like your results better, or you may not even notice the difference, but they may be different.
Some recipes, the ingredient order is something that is just the way one person learned it, passed it own, and the order may have taken a life of its own. This can even be the case when the author highlights how important it is. In others though, the author or others have carefully experimented and determined the order from exact results they want. In the case of something like a bread, order that say the yeast is added and if you bloom it first can have a very real effect on the results. Blooming it to activate it can cause a burst of rise right from the start and cause it to react early with the sugars, while adding it dry and later can cause it to rise more slowly and start feeding on the starch from the beginning. In many cases this may seem subtle, but those two scenarios will cause a difference in lightness/density, bubble sizes, and texture. Many other variances such as was the flour more hydrated before fermentation started or not until after start throwing other variables into the equation. Two reasons why many recipes can exist for the same item are that often the same results can be gotten in different ways, but also slight variations can have different results.
So, I would answer that order sometimes is a myth, and in other cases has very real results and in some cases you may not notice the difference but others might.