'Never' is a big word. It's usually better to go for one tech at a time, yes; but if the techs you're going for don't give any particular benefit, you might not want to bother fiddling with your sliders every couple of years, but just leave them spread for 10-15 years while you worry about other things.it is even better to max out a slider. you will have the benefits of this one tech sooner. never spread.
Also, while it's a small factor: remember that when you reach a new tech level, you're also giving a bigger neighbour bonus to all your rivals to help them catch up with you. If the tech level you reach doesn't give you a bonus, all you're doing by reaching it faster is helping your enemies...