It is advised to cook the chicken before the vegetables for a few different reasons: 1) Chicken takes longer to cook. You don't want the vegetables to burn or overcook while waiting for the chicken to cook through. 2) Cooking the chicken first allows you to get a golden brown crust, sealing in the chicken's juices and imparting delicious flavor to the meat. If cooked with the vegetables instead, the chicken would end up steaming with the moisture of the veggies and turning chewy and rubbery. 3) The remnants left in the pan from the chicken adds additional flavor to both the vegetables and the finished sauce.