Being methodical is good when your problem is intricate and well defined. Fast feedback won't be helpful in implementing a complex algorithm like a compiler or a numerical simulation (although I would argue it will help you debug it).

When what you're doing is simple but error prone, or not well defined fast feedback can make you much more efficient. If you're using an underdocumented API/dataset, the best way to understand it is to probe it with code, quickly iterating.

I used to write a lot of LaTeX and make lots of simple mistakes (missing backslashes typically). I found having an environment where I found my mistakes as soon as I made them more efficient than searching through the output for all mistakes, and then for each mistake finding the corresponding source and correcting them.