If anything, I've found that having a flat reference on the coarser grits is more important than having a flat reference on the finer grits. Using coarser sharpening media of any type is going to remove more metal, and if it's not flat, that will leave a non-flat surface on your tool.
If I try to correct the non-flatness at the next sharpening step, by moving to a finer sharpening medium I'm slowing down my metal removal rate, which means that it takes longer to correct the non-flatness than it did to cause the non-flatness in the first place.
By making sure that you have a flat reference at the first steps of sharpening, you'll speed up the sharpening process overall by a lot. I've found that ideally, the majority of sharpening happens on the lowest grit that I'm using, and the following honing stages go by pretty quickly.