While the game generally guides you forward, sometimes revisiting previously explored areas after advancing a character's story can reveal new light anomalies or activate previously dormant interactable objects. This is particularly true for areas where multiple character narratives intersect.
For example, after progressing through Stephen's story, returning to the village pub might trigger new memories related to other characters' reactions to his actions. This isn't strictly necessary for completing the main narrative, but it can provide additional context and depth, especially for players aiming for 100% completion or achievement hunting.