This is standard procedure. It's easier to focus and locate the specimen under low power using the coarse adjustment; you get a larger field of view. Also it's a safety procedure. The high power objective has a relatively long length and there is a possibility of breaking the glass coverslip and/or slide if the coarse adjustment is used. Most microscopes are "bifocal", that is, in switching from low to high power, the image is nearly in focus with minor adjustment with the fine adjustment.