Yes! When I discover a new band I always like to listen to their stuff chronologically, as you said. At times this can be rough. Some bands start off very strong, but often bands take a few albums before they get good and I have to slog through a few before I find one I like.
I'm having the opposite problem right now. Radiohead's first two albums are some of my favorite ever, but I've never been able to get into their stuff after those two. Currently I'm making an effort to go through the rest of their discography in order to see if there's anything else I like. I'm 5 albums in and there's been a few specific tracks I like, but none of the albums thus far compare to those first two for me. As an album-based listener this is weirdly stressful to me.