They could be done later in the process. Once an assessment is made that the marriage is genuine, they could then move on to second-stage processing.
Now, there may be cases where it is so obvious that the case should be approved that sending it all in at once might be a strategy, and certainly people could do that. But I don't know why the visa posts routinely ask for all of this stuff up front when these cases are taking eight months, a year, two years, or three years, and all of that is going to expire.